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Computing Karmarkar projections quickly

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Abstract

The paper presents a numerical method for computing the projections for Karmarkar's new algorithm for linear programming. The method is simple to implement, fully exploits sparsity, and appears in limited experimentation to have good stability properties. Preliminary numerical experience indicates that the method promises advantages over methods that refactor a matrix at every iteration.

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Authors and Affiliations

  1. Busch Campus New Brunswick, RUTCOR, Hill Center, NJ, USA

    David F. Shanno

Authors
  1. David F. Shanno
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Additional information

Research sponsored by the Air Force Office of Scientific Research, Air Force Systems Command, USAF under Grant AFOSR-86-0170. The US Government is authorized to reproduce and distribute reprints for Governmental purposes notwithstanding any copyright notation thereon.

This work was initiated while the author was at the Graduate School of Administration, University of California, Davis, Davis, California.

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Shanno, D.F. Computing Karmarkar projections quickly. Mathematical Programming 41, 61–71 (1988). https://doi.org/10.1007/BF01580753

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  • DOI: https://doi.org/10.1007/BF01580753

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