A multiplicative barrier function method for linear programming (Q1101008): Difference between revisions

The authors propose a Newton-like descent algorithm to solve linear programming problems. The algorithm is similar to \textit{N. Karmarkar}'s algorithm [Combinatorica 4, 373-395 (1984; Zbl 0557.90065)] in that it is an interior feasible direction method and self-correcting, while it is quite different from Karmarkar's in that it gives superlinear convergence and that no artificial extra constraint is introduced nor is projective geometry needed. The authors record extensive computational experience on a number of problems of different sizes.