Journal article
A Monotonic Projective Algorithm for Fractional Linear Programming
Algorithmica, Vol.1(1-4), pp.483-498
11/01/1986
DOI: 10.1007/BF01840458
Abstract
We demonstrate that Karmarkar's projective algorithm is fundamentally an algorithm for fractional linear programming on the simplex. Convergence for the latter problem is established assuming only an initial lower bound on the optimal objective value. We also show that the algorithm can be easily modified so as to assure monotonicity of the true objective values, while retaining all global convergence properties. Finally, we show how the monotonic algorithm can be used to obtain an initial lower bound when none is otherwise available.
Details
- Title: Subtitle
- A Monotonic Projective Algorithm for Fractional Linear Programming
- Creators
- Kurt M. Anstreicher - Yale University
- Resource Type
- Journal article
- Publication Details
- Algorithmica, Vol.1(1-4), pp.483-498
- Publisher
- Springer Nature
- DOI
- 10.1007/BF01840458
- ISSN
- 0178-4617
- eISSN
- 1432-0541
- Number of pages
- 16
- Language
- English
- Date published
- 11/01/1986
- Academic Unit
- Industrial and Systems Engineering; Computer Science; Business Analytics
- Record Identifier
- 9984380400402771
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