ISSN:
1432-0541
Keywords:
Linear programming
;
Karmarkar's algorithm
;
Projected gradient methods
;
Least squares
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract We present a modification of Karmarkar's linear programming algorithm. Our algorithm uses a recentered projected gradient approach thereby obviatinga priori knowledge of the optimal objective function value. Assuming primal and dual nondegeneracy, we prove that our algorithm converges. We present computational comparisons between our algorithm and the revised simplex method. For small, dense constraint matrices we saw little difference between the two methods.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01840454