COMPUTING KARMARKAR PROJECTIONS QUICKLY.

被引:0
|
作者
Shanno, David F. [1 ]
机构
[1] RUTCOR, New Brunswick, NJ, USA, RUTCOR, New Brunswick, NJ, USA
来源
Mathematical Programming, Series B | 1988年 / 41卷 / 01期
关键词
COMPUTER PROGRAMMING - Algorithms;
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学科分类号
摘要
The paper presents a numerical method for computing the projections for Karmarkar's new algorithm for linear programming. The method is simple to implement, fully exploits sparsity, and appears in limited experimentation to have good stability properties. Preliminary numerical experience indicates that the method promises advantages over methods that refactor a matrix at every iteration.
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页码:61 / 71
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