Journal article
On partial updating in a potential reduction linear programming algorithm of Kojima, Mizuno, and Yoshise
Algorithmica, Vol.9(2), pp.184-197
02/1993
DOI: 10.1007/BF01188712
Abstract
We consider partial updating in Kojima, Mizuno, and Yoshise's primal-dual potential reduction algorithm for linear programming. We use a simple safeguard condition to control the number of updates incurred on combined primal-dual steps. Our analysis allows for unequal steplengths in the primal and dual variables, which appears to be a computationally significant factor for primal-dual methods. The safeguard we use is a primal-dual Goldstein-Armijo condition, modified to deal with the unequal primal and dual steplengths. © 1993 Springer-Verlag New York Inc.
Details
- Title: Subtitle
- On partial updating in a potential reduction linear programming algorithm of Kojima, Mizuno, and Yoshise
- Creators
- Robert A. Bosch - Yale UniversityKurt M. Anstreicher - Yale University
- Resource Type
- Journal article
- Publication Details
- Algorithmica, Vol.9(2), pp.184-197
- DOI
- 10.1007/BF01188712
- ISSN
- 0178-4617
- eISSN
- 1432-0541
- Language
- English
- Date published
- 02/1993
- Academic Unit
- Business Analytics; Industrial and Systems Engineering; Computer Science
- Record Identifier
- 9984380430002771
Metrics
4 Record Views