Publisher: Springer Publishing Company
ISSN: 0022-3239
Source: Journal of Optimization Theory and Applications, Vol.116, Iss.2, 2003-02, pp. : 333-345
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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.
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