On the Minimum Norm Solution of Linear Programs

@inproceedings{Kanzow2001OnTM,
  title={On the Minimum Norm Solution of Linear Programs},
  author={Christian Kanzow and Houduo Qi and Liqun Qi},
  year={2001}
}
This paper describes a new technique to find the minimum norm solution of a linear program. The main idea is to reformulate this problem as an unconstrained minimization problem with a convex and smooth objective function. The minimization of this objective function can be carried out by a Newton-type method which is shown to be globally convergent. Furthermore, under certain assumptions, this Newton-type method converges in a finite number of iterations to the minimum norm solution of the… CONTINUE READING

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