Relaxed variants of Karmarkar's algorithm for linear programs with unknown optimal objective value

DOI10.1007/BF01580729zbMath0645.90048MaRDI QIDQ1103522

Sanjay Mehrotra, Donald Goldfarb

Publication date: 1988

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

dual feasible solutionsimproving sequence of lower boundsvariants of Karmarkar's algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05)

Related Items (11)

A relaxed version of Karmarkar's method ⋮ A combined phase I-phase II projective algorithm for linear programming ⋮ A relaxed primal-dual path-following algorithm for linear programming ⋮ Asymptotic behaviour of Karmarkar's method for linear programming ⋮ Computational results of an interior point algorithm for large scale linear programming ⋮ A barrier function method for minimax problems ⋮ An active-set strategy in an interior point method for linear programming ⋮ A modified scaling algorithm for LP ⋮ El metodo de Karmarkar: Un estudio de sus variantes ⋮ Vector processing in simplex and interior methods for linear programming ⋮ An \(\epsilon\)-active barrier-function method for solving minimax problems

Uses Software

• LSQR
• CRAIG

Cites Work

• A monotonic projective algorithm for fractional linear programming
• A new polynomial-time algorithm for linear programming
• An extension of Karmarkar's algorithm for linear programming using dual variables
• A relaxed version of Karmarkar's method
• A variant of Karmarkar's linear programming algorithm for problems in standard form
• An experimental approach to karmarkar’s projective method for linear programming
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares

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