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On Anstreicher's combined phase I—phase II projective algorithm for linear programming

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Abstract

Anstreicher has proposed a variant of Karmarkar's projective algorithm that handles standard-form linear programming problems nicely. We suggest modifications to his method that we suspect will lead to better search directions and a more useful algorithm. Much of the analysis depends on a two-constraint linear programming problem that is a relaxation of the scaled original problem.

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Authors and Affiliations

  1. School of Operations Research and Industrial Engineering, College of Engineering, Cornell University, 14853, Ithaca, NY, USA

    Michael J. Todd

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  1. Michael J. Todd
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Additional information

Research supported in part by NSF Grant ECS-8602534 and ONR Contract N00014-87-K-0212.

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Todd, M.J. On Anstreicher's combined phase I—phase II projective algorithm for linear programming. Mathematical Programming 55, 1–15 (1992). https://doi.org/10.1007/BF01581187

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  • DOI: https://doi.org/10.1007/BF01581187

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