Combining phase I and phase II in a potential reduction algorithm for linear programming (Q2368075): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
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| English | Combining phase I and phase II in a potential reduction algorithm for linear programming |
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Combining phase I and phase II in a potential reduction algorithm for linear programming (English)
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22 August 1993
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Most interior-point algorithms for linear programming assume that an initial interior point is known. This paper introduces an algorithm for attaining feasibility and optimality together. Convergence is proved, and the complexity is such that roughly \(O(n)\) iterations are required for each additional bit of precision.
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combined phase I-phase II method
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convergence
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interior-point algorithms
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complexity
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