On the Minimum Norm Solution of Linear Programs

C. Kanzow, H. Qi and L. Qi
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C. Kanzow: University of Würzburg, Am Hubland
H. Qi: Hong Kong Polytechnic University
L. Qi: Hong Kong Polytechnic University
Authors registered in the RePEc Author Service: Huang He Qi

Journal of Optimization Theory and Applications, 2003, vol. 116, issue 2, No 6, 333-345

Abstract: Abstract This paper describes a new technique to find the minimum norm solution of a linear program. The main idea is to reformulate this problem as an unconstrained minimization problem with a convex and smooth objective function. The minimization of this objective function can be carried out by a Newton-type method which is shown to be globally convergent. Furthermore, under certain assumptions, this Newton-type method converges in a finite number of iterations to the minimum norm solution of the underlying linear program.

Keywords: Linear programs; minimum norm solution; unconstrained minimization; Newton method; finite termination (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (5)

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DOI: 10.1023/A:1022457904979

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