A modification of karmarkar's linear programming algorithm

Robert J. Vanderbei, Marc S. Meketon, Barry A. Freedman

Research output: Contribution to journalArticle

119 Scopus citations

Abstract

We present a modification of Karmarkar's linear programming algorithm. Our algorithm uses a recentered projected gradient approach thereby obviating a 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.

Original languageEnglish (US)
Pages (from-to)395-407
Number of pages13
JournalAlgorithmica
Volume1
Issue number1-4
DOIs
StatePublished - Nov 1 1986
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Computer Science(all)
  • Computer Science Applications
  • Applied Mathematics

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