ASYMPTOTIC-BEHAVIOR OF KARMARKAR METHOD FOR LINEAR-PROGRAMMING

被引:5
|
作者
ASIC, MD [1 ]
KOVACEVICVUJCIC, VV [1 ]
RADOSAVLJEVICNIKOLIC, MD [1 ]
机构
[1] UNIV BELGRADE, FAC ORG SCI, BELGRADE, YUGOSLAVIA
关键词
Karmarkar's algorithm; linear programming; rate of convergence;
D O I
10.1007/BF01585736
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
The asymptotic behaviour of Karmarkar's method is studied and an estimate of the rate of the objective function value decrease is given. Two possible sources of numerical instability are discussed and a stabilizing procedure is proposed. © 1990 North-Holland.
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页码:173 / 190
页数:18
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