Journal article
Convergence results and numerical experiments on a linear programming hybrid algorithm
European journal of operational research, Vol.32(1), pp.47-61
10/01/1987
DOI: 10.1016/0377-2217(87)90270-0
Abstract
A modification of Karmarkar's algorithm for linear programming successively generates column-scaled equivalents of the original linear program, and in the scaled coordinates obtains improvements according to steepest descent directions. As an interior-feasible-preserving algorithm, termination requires a purification algorithm to obtain a dual basic optimal solution. Together the two algorithms comprise a ‘hybrid’ procedure for solving linear programs.
In this paper we present some convergence results on the Phase II and Phase I portions of the scaling algorithm. We also present results of numerical experiments on examples of Klee—Minty type which show sensitivity to the starting interior-feasible point and steepest descent step size.
Details
- Title: Subtitle
- Convergence results and numerical experiments on a linear programming hybrid algorithm
- Creators
- K.O. Kortanek - University of IowaM. Shi - Tsinghua University
- Resource Type
- Journal article
- Publication Details
- European journal of operational research, Vol.32(1), pp.47-61
- DOI
- 10.1016/0377-2217(87)90270-0
- ISSN
- 0377-2217
- eISSN
- 1872-6860
- Publisher
- Elsevier B.V
- Number of pages
- 15
- Language
- English
- Date published
- 10/01/1987
- Academic Unit
- Business Analytics
- Record Identifier
- 9984963098902771
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