Parametric Bounding Method for Finding a Minimum L(sub Infinity)-norm Solution to a System of Equations

By Stanford University. Department of Operations Research. Systems Optimization Laboratory

Parametric Bounding Method for Finding a Minimum L(sub Infinity)-norm Solution to a System of Equations
Preview available
This paper presents a method for finding the minimum (l sub infinity)-norm solution to a set of consistent linear equations using a form of parametric linear programming. In this application the upper and lower bounds of all the variables are parametrized, and the author works with only the original variables and constraints. Computational results indicate that the method is superior to both a primitive linear programming approach to the problem and to other, more specialized methods, which have been suggested.

Book Details