The finite criss-cross method for hyperbolic programming

T Illés, Á Szirmai, T Terlaky

Research output: Contribution to journalArticle

Abstract

In this paper the finite criss-cross method is generalized to solve hyperbolic programming problems. Just as in the case of linear or quadratic programming the criss-cross method can be initialized with any, not necessarily feasible basic solution. Finiteness of the procedure is proved under the usual mild assumptions. Some small numerical example illustrate the main features of the algorithm.
Original languageEnglish
Pages (from-to)1-21
Number of pages21
JournalReports of the Faculty of Technical Mathematics and Informatics
Volume96
Issue number103
Publication statusPublished - 31 Oct 1996
Externally publishedYes

Keywords

  • hyperbolic programming
  • pivoting
  • criss-cross method

Fingerprint Dive into the research topics of 'The finite criss-cross method for hyperbolic programming'. Together they form a unique fingerprint.

Cite this