ISSN:
1432-0541
Keywords:
Linear programming
;
Interior method
;
Barrier function
;
Newton method
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract A simple Newton-like descent algorithm for linear programming is proposed together with results of preliminary computational experiments on small- and medium-size problems. The proposed algorithm gives local superlinear convergence to the optimum and, experimentally, shows global linear convergence. It is similar to Karmarkar's algorithm in that it is an interior feasible direction method and self-correcting, while it is quite different from Karmarkar's in that it gives superlinear convergence and that no artificial extra constraint is introduced nor is protective geometry needed, but only affine geometry suffices.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01840457
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