ISSN:
1436-4646
Keywords:
Bigℳ
;
affine scaling algorithm
;
linear program
;
interior point algorithm
;
infeasibility
;
global convergence
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract When we apply the affine scaling algorithm to a linear program, we usually construct an artificial linear program having an interior feasible solution from which the algorithm starts. The artificial linear program involves a positive number called the bigℳ. Theoretically, there exists anℳ * such that the original problem to be solved is equivalent to the artificial linear program ifℳ 〉ℳ *. Practically, however, such anℳ * is unknown and a safe estimate ofℳ is often too large. This paper proposes a method of updatingℳ to a suitable value during the iteration of the affine scaling algorithm. Asℳ becomes large, the method gives information on infeasibility of the original problem or its dual.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01585161
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