A modification of Karmarkar's linear programming algorithm (Q581231): Difference between revisions
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Property / author: Robert J. Vanderbei / rank | |||
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The authors present a modification of Karmarkar's algorithm, which uses a recentered projected gradient approach thereby obviating a priori knowledge of the optimal value of the objective function. The proof of the convergence is given assuming primal and dual nondegeneracy. Computational comparisons between this algorithm and the revised simplex method are reported. The authors undertook a regression on the algorithm of the time (number of iterations) as a linear function of the logarithms of m and n. | |||
Property / review text: The authors present a modification of Karmarkar's algorithm, which uses a recentered projected gradient approach thereby obviating a priori knowledge of the optimal value of the objective function. The proof of the convergence is given assuming primal and dual nondegeneracy. Computational comparisons between this algorithm and the revised simplex method are reported. The authors undertook a regression on the algorithm of the time (number of iterations) as a linear function of the logarithms of m and n. / rank | |||
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Property / Mathematics Subject Classification ID: 90C05 / rank | |||
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Property / Mathematics Subject Classification ID: 65K05 / rank | |||
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Property / zbMATH DE Number: 4018768 / rank | |||
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least squares | |||
Property / zbMATH Keywords: least squares / rank | |||
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modification | |||
Property / zbMATH Keywords: modification / rank | |||
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Karmarkar's algorithm | |||
Property / zbMATH Keywords: Karmarkar's algorithm / rank | |||
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projected gradient | |||
Property / zbMATH Keywords: projected gradient / rank | |||
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Computational comparisons | |||
Property / zbMATH Keywords: Computational comparisons / rank | |||
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revised simplex method | |||
Property / zbMATH Keywords: revised simplex method / rank | |||
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Revision as of 18:51, 1 July 2023
scientific article
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English | A modification of Karmarkar's linear programming algorithm |
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A modification of Karmarkar's linear programming algorithm (English)
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1986
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The authors present a modification of Karmarkar's algorithm, which uses a recentered projected gradient approach thereby obviating a priori knowledge of the optimal value of the objective function. The proof of the convergence is given assuming primal and dual nondegeneracy. Computational comparisons between this algorithm and the revised simplex method are reported. The authors undertook a regression on the algorithm of the time (number of iterations) as a linear function of the logarithms of m and n.
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least squares
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modification
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Karmarkar's algorithm
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projected gradient
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Computational comparisons
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revised simplex method
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