Most modem linear programming solvers analyze the LP problem before submitting it to optimization. Some examples are the solvers WHIZARD (Tomlin and Welch, 1983), OBI (Lustig et al., 1994), OSLâ€¦ (More)

The problem of minimizing a sum of Euclidean norms dates from the 17th century and may be the earliest example of duality in the mathematical programming literature. This nonsmooth optimizationâ€¦ (More)

The main computational work in interior-point methods for linear programming (LP) is to solve a least-squares problem. The normal equations are often used, but if the LP constraint matrix contains aâ€¦ (More)

The XPRESS 1 interior point optimizer is an \industrial strength" code for solution of large-scale sparse linear programs. The purpose of the present paper is to discuss how the XPRESS interior pointâ€¦ (More)

The collapse state of a rigid plastic material with the linearized Mises yield condition is computed. We use an infeasible point variant of the dual aane scaling algorithm for linear programmingâ€¦ (More)

This paper treats the problem of computing the collapse state in limit analysis for a solid with a quadratic yield condition, such as, for example, the von Mises condition. After discretization withâ€¦ (More)

Numerical analysis of a class of nonlinear duality problems is presented. One side of the duality is to minimize a sum of Euclidean norms subject to linear equality constraints (the constrained MSNâ€¦ (More)

An algorithm for minimizing a sum of Euclidean Norms subject to linear equality constraints is described. The algorithm is based on a recently developed Newton barrier method for the unconstrainedâ€¦ (More)