Affine-scaling for linear programs with free variables

The affine-scaling modification of Karmarkar's algorithm is extended to solve problems with free variables. This extended primal algorithm is used to prove two important results. First the geometrically elegant feasibility algorithm proposed by Chandru and Kochar is the same algorithm as the on...

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Veröffentlicht in:Mathematical programming 1989, Vol.43 (1), p.31-44
1. Verfasser: VANDERBEI, R. J
Format: Artikel
Sprache:eng
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Zusammenfassung:The affine-scaling modification of Karmarkar's algorithm is extended to solve problems with free variables. This extended primal algorithm is used to prove two important results. First the geometrically elegant feasibility algorithm proposed by Chandru and Kochar is the same algorithm as the one obtained by appending a single column of residuals to the constraint matrix. Second the dual algorithm as first described by Adler et al., is the same as the extended primal algorithm applied to the dual.
ISSN:0025-5610
1436-4646
DOI:10.1007/BF01582276