Skip to main content


eCommons@Cornell

eCommons@Cornell >
College of Engineering >
Computer Science >
Computer Science Technical Reports >

Please use this identifier to cite or link to this item: http://hdl.handle.net/1813/6961
Title: A Global and Quadratically-Convergent Method for Linear $L_{\infty}$ Problems
Authors: Coleman, Thomas F.
Li, Yuying
Keywords: computer science
technical report
Issue Date: Apr-1990
Publisher: Cornell University
Citation: http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR90-1121
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.
URI: http://hdl.handle.net/1813/6961
Appears in Collections:Computer Science Technical Reports

Files in This Item:

File Description SizeFormat
90-1121.pdf1.79 MBAdobe PDFView/Open
90-1121.ps422.46 kBPostscriptView/Open

Refworks Export

Items in eCommons are protected by copyright, with all rights reserved, unless otherwise indicated.

 

© 2014 Cornell University Library Contact Us