Jérôme Bolte, Edouard Pauwels, Majorization-Minimization Procedures and Convergence of SQP Methods for Semi-Algebraic and Tame Programs, Mathematics of Operations Research, Vol. 41, No. 2 (May 2016), ...

This paper discusses the use of the linear conjugate-gradient method (developed via the Lanczos method) in the solution of large-scale unconstrained minimization problems. At each iteration of a ...

Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear Programming: regression, classification and other engineering applications. Integer Linear Programming: Basics, ...