A variable-metric variant of the Karmarkar algorithm for linear programming
The most time-consuming part of the Karmarkar algorithm for linear programming is the projection of a vector onto the nullspace of a matrix that changes at each iteration. The authors present a variant of the Karmarkar algorithm that uses standard variable-metric techniques in an innovative way to a...
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Veröffentlicht in: | Mathematical programming 1987-09, Vol.39 (1), p.1-20 |
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Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | The most time-consuming part of the Karmarkar algorithm for linear programming is the projection of a vector onto the nullspace of a matrix that changes at each iteration. The authors present a variant of the Karmarkar algorithm that uses standard variable-metric techniques in an innovative way to approximate this projection. In limited tests, this modification greatly reduces the number of matrix factorizations needed for the solution of linear programming problems. |
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ISSN: | 0025-5610 1436-4646 |
DOI: | 10.1007/bf02592068 |