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The Computer Journal 1976 19(1):79-81; doi:10.1093/comjnl/19.1.79
© 1976 by British Computer Society
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A modification of the Osborne and Watson algorithm for nonlinear minimax approximation

W. E. McBride1 * and A. K. Rigler2 §

1 Mathematics Department, Western Illinois University, Macomb, Illinois, USA, 2 Computer Science Department, University of Missouri-Rolla, Rolla, Missouri, USA

The algorithm for nonlinear minimax approximation published by Osborne and Watson uses a sequence of linear programming problems, each of which is formed by linearisation in the neighbourhood of the solution to the preceding problem. Instead of retracing the simplex steps from the usual initial feasible basis, we commence with the final basis from the previous step. Difficulties caused by infeasibilities are discussed and numerical comparison are presented.

Received September 1974.

* Mathematics Department, Western Illinois University, Macomb, Illinois, USA.

§ Computer Science Department, University of Missouri-Rolla, Rolla, Missouri 65401, USA.


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