Pseudolinear programming

Citation
S. Kruk et H. Wolkowicz, Pseudolinear programming, SIAM REV, 41(4), 1999, pp. 795-805
Citations number
11
Categorie Soggetti
Mathematics
Journal title
SIAM REVIEW
ISSN journal
00361445 → ACNP
Volume
41
Issue
4
Year of publication
1999
Pages
795 - 805
Database
ISI
SICI code
0036-1445(199912)41:4<795:PP>2.0.ZU;2-F
Abstract
This short note revisits an algorithm previously sketched by Mathis and Mat his [SIAM Rev., 37 (1995), pp. 230-234] and used to solve a nonlinear hospi tal fee optimization problem. An analysis of the problem structure reveals how the Simplex algorithm, viewed under the correct light, can be the drivi ng force behind a successful algorithm for an almost linear problem. This p resentation is intended for students who have been exposed to the Simplex m ethod for linear programming and are progressing, via the Karush-Kuhn-Tucke r conditions, toward nonlinear optimization.