Abstract
A relaxed version of Karmarkar's method is developed. This method is proved to have the same polynomial time complexity as Karmarkar's method and its efficient implementation using inexact projections is discussed. Computational results obtained using a preliminary implementation of the method are presented which indicate that the method is practicable.
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This research was supported in part by NSF Grants CDR 84-21402 and DMS-85-12277 and ONR Contract N00014-87-K-0214.
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Goldfarb, D., Mehrotra, S. A relaxed version of Karmarkar's method. Mathematical Programming 40, 289–315 (1988). https://doi.org/10.1007/BF01580737
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DOI: https://doi.org/10.1007/BF01580737