A quadratically convergent method for linear programming
\(A\)-stabilityEuler's methodinitial value problemKarmarkar's projective algorithmlinear programmingquadratic convergence
Nonlinear ordinary differential equations and systems (34A34) Numerical mathematical programming methods (65K05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20) Linear programming (90C05)
The authors view the solution of a linear programming problem as the solution of an ordinary differential equation (ODE) initial value problem. It is shown that Karmarkar's projective algorithm can be viewed as an application of Euler's method to such an ODE problem. In this paper, the authors consider an alternative formulation that allows for the application of an implicit A-stable integration scheme, which is quadratically convergent when the solution is nondegenerate.
- A differential-equations algorithm for nonlinear equations
- A multiplicative barrier function method for linear programming
- A new polynomial-time algorithm for linear programming
- A variable-metric variant of the Karmarkar algorithm for linear programming
- Computing Karmarkar projections quickly
- Homotopy techniques in linear programming
- scientific article; zbMATH DE number 4131946 (Why is no real title available?)
- scientific article; zbMATH DE number 3644821 (Why is no real title available?)
- scientific article; zbMATH DE number 3868511 (Why is no real title available?)
- scientific article; zbMATH DE number 4097127 (Why is no real title available?)
- scientific article; zbMATH DE number 3177183 (Why is no real title available?)
- scientific article; zbMATH DE number 3466805 (Why is no real title available?)
- scientific article; zbMATH DE number 4126998 (Why is no real title available?)
- scientific article; zbMATH DE number 3432771 (Why is no real title available?)
- scientific article; zbMATH DE number 3381785 (Why is no real title available?)
- Multistep Methods with Variable Matrix Coefficients
- On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
- On the average number of steps of the simplex method of linear programming
- Power Series Variants of Karmarkar-Type Algorithms
- The Nonlinear Geometry of Linear Programming. I Affine and Projective Scaling Trajectories
- A hypoquadratic convergence method for Lagrange multipliers
- Stable barrier-projection and barrier-Newton methods in linear programming
- An algorithm for solving quadratic programming problems with linear equality and inequality constraints.
- Monotone variable-metric algorithm for linearly constrained nonlinear programming
- An implementation of the QSPLINE method for solving convex quadratic programming problems with simple bound constraints.
- Theoretical and computational study of several linearisation techniques for binary quadratic problems
- Box-constrained multi-objective optimization: A gradient-like method without ``a priori scalarization
- An approximate solution to linear and quadratic programming problems by the method of least squares
- An interior point algorithm for global optimal solutions and KKT points
- A roof linearization algorithm to obtain a tight upper bound for integer nonseparable quadratic programming
- A cooperative sensor network: optimal deployment and functioning
- scientific article; zbMATH DE number 3852813 (Why is no real title available?)
- scientific article; zbMATH DE number 4104797 (Why is no real title available?)
- scientific article; zbMATH DE number 17710 (Why is no real title available?)
- scientific article; zbMATH DE number 520088 (Why is no real title available?)
- scientific article; zbMATH DE number 977754 (Why is no real title available?)
- A Faster Method For Computing Karmarkar's Projections For Large Number of Constraints
- scientific article; zbMATH DE number 2065525 (Why is no real title available?)
- scientific article; zbMATH DE number 2156164 (Why is no real title available?)
- scientific article; zbMATH DE number 3995473 (Why is no real title available?)
- Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds
- Determining a stable relationship between hedge fund index HFRI-equity and S\&P 500 behaviour, using filtering and maximum likelihood
- Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory
This page was built for publication: A quadratically convergent method for linear programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q808185)
