SHEN, CHUNGEN; XUE, WENJUAN; PU, DINGGUO - In: Asia-Pacific Journal of Operational Research (APJOR) 28 (2011) 03, pp. 361-399
In this paper, we propose a new sequential systems of linear equations (SSLE) filter algorithm, which is an infeasible QP-free method. The new algorithm needs to solve a few reduced systems of linear equations with the same nonsingular coefficient matrix, and after finitely many iterations, only...