A combined phase I—phase II scaled potential algorithm for linear programming

Kurt M. Anstreicher

doi:10.1007/BF01582899

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A combined phase I—phase II scaled potential algorithm for linear programming

Journal article

Peer reviewed

A combined phase I—phase II scaled potential algorithm for linear programming

Kurt M. Anstreicher

Mathematical programming, Vol.52(1-3), pp.429-439

12/01/1991

DOI: 10.1007/BF01582899

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Abstract

We develop an extension of the affinely scaled potential reduction algorithm which simultaneously obtains feasibility and optimality in a standard form linear program, without the addition of any "M" terms. The method, and its lower-bounding procedure, are particularly simple compared with previous interior algorithms not requiring feasibility. © 1991 The Mathematical Programming Society, Inc.

Details

Title: Subtitle: A combined phase I—phase II scaled potential algorithm for linear programming
Creators: Kurt M. Anstreicher - University of Iowa
Resource Type: Journal article
Publication Details: Mathematical programming, Vol.52(1-3), pp.429-439
DOI: 10.1007/BF01582899
ISSN: 0025-5610
eISSN: 1436-4646
Language: English
Date published: 12/01/1991
Academic Unit: Business Analytics; Industrial and Systems Engineering; Computer Science
Record Identifier: 9984380533502771

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