Cornell University
Library
Cornell UniversityLibrary

eCommons

Help
Log In(current)
  1. Home
  2. Cornell Computing and Information Science
  3. Computer Science
  4. Computer Science Technical Reports
  5. A Global and Quadratically-Convergent Method for Linear $L_{\infty}$ Problems

A Global and Quadratically-Convergent Method for Linear $L_{\infty}$ Problems

File(s)
90-1121.ps (422.46 KB)
90-1121.pdf (1.75 MB)
Permanent Link(s)
https://hdl.handle.net/1813/6961
Collections
Computer Science Technical Reports
Author
Coleman, Thomas F.
Li, Yuying
Abstract

We propose a new global and quadratically convergent algorithm for the linear $l_{\infty}$ problem. This method works on the piecewise $l_{\infty}$ problem directly by generating descent directions - via a sequence of weighted least squares problems - and using piecewise linear linesearches to ensure a decrease in the $l_{\infty}$ function at every step. We prove that ultimately full Newton-like steps are taken where the Newton step is based on the complementary slackness condition holding at the solution. Numerical results suggest a very promising method; the number of iterations required to achieve high accuracy is relatively insensitive to problem size.

Date Issued
1990-04
Publisher
Cornell University
Keywords
computer science
•
technical report
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR90-1121
Type
technical report

Site Statistics | Help

About eCommons | Policies | Terms of use | Contact Us

copyright © 2002-2026 Cornell University Library | Privacy | Web Accessibility Assistance