Positive Bases in Numerical Optimization

I.D. Coope and C.J. Price

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Abstract

The theory of positive bases introduced by C.Davis in 1954 does not appear in most modern texts on linear algebra but has re-emerged in publications in optimization journals. In this paper some simple properties of this highly useful theory are highlighted and applied to both theoretical and practical aspects of the design and implementation of numerical algorithms for non linear optimization.

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