The solution for the generalized riccati algebraic equations of linear equality constraint system

1998 ◽  
Vol 19 (3) ◽  
pp. 309-313
Author(s):  
Deng Zichen ◽  
Zhong Wanxie
2020 ◽  
Vol 152 ◽  
pp. 275-284
Author(s):  
Qiaohua Liu ◽  
Shufang Jin ◽  
Lei Yao ◽  
Dongmei Shen

2006 ◽  
Vol 2006 ◽  
pp. 1-19 ◽  
Author(s):  
Stefan M. Stefanov

We consider the problem of minimizing a convex separable logarithmic function over a region defined by a convex inequality constraint or linear equality constraint, and two-sided bounds on the variables (box constraints). Such problems are interesting from both theoretical and practical point of view because they arise in some mathematical programming problems as well as in various practical problems such as problems of production planning and scheduling, allocation of resources, decision making, facility location problems, and so forth. Polynomial algorithms are proposed for solving problems of this form and their convergence is proved. Some examples and results of numerical experiments are also presented.


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