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• W2056481207 abstract "A linear program has a unique least 2-norm solution, provided that the linear program has a solution. To locate this solution, most of the existing methods were devised to solve certain equivalent perturbed quadratic programs or unconstrained minimization problems. We provide in this paper a new theory which is different from these traditional methods and is an effective numerical method for seeking the least 2-norm solution of a linear program. The essence of this method is a (interior-point-like) path-following algorithm that traces a newly introduced regularized central path that is fairly different from the central path used in interior-point methods. One distinguishing feature of our method is that it imposes no assumption on the problem. The iterates generated by this algorithm converge to the least 2-norm solution whenever the linear program is solvable; otherwise, the iterates converge to a point which gives a minimal KKT residual when the linear program is unsolvable." @default.
• W2056481207 created "2016-06-24" @default.
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• W2056481207 date "2002-01-01" @default.
• W2056481207 modified "2023-09-23" @default.
• W2056481207 title "Locating the Least 2-Norm Solution of Linear Programs via a Path-Following Method" @default.
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• W2056481207 doi "https://doi.org/10.1137/s1052623401386368" @default.
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