Long steps in an \(O(n^ 3L)\) algorithm for linear programming (Q1196717)

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Long steps in an \(O(n^ 3L)\) algorithm for linear programming
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    Long steps in an \(O(n^ 3L)\) algorithm for linear programming (English)
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    16 January 1993
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    The authors adapt the safeguarded linesearch of Anstreicher to a partial updating version of Ye's scaled algorithm. One shows that using a Goldstein-Armijo rule to safeguard a linesearch of the potential function during primal steps it is sufficient to control the number of updates. Also one generalizes the dual step construction to apply to partial updating.
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    Karmarkar's algorithm
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    safeguarded linesearch
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    Ye's scaled algorithm
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