Linear updates for a single-phase projective method (Q2276876)
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scientific article; zbMATH DE number 4193451
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| English | Linear updates for a single-phase projective method |
scientific article; zbMATH DE number 4193451 |
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Linear updates for a single-phase projective method (English)
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1990
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The paper describes an enhancement to the single-phase projective algorithm proposed by \textit{G. de Ghellinck} and \textit{J.-P. Vial} [Algoritmica 1, 425-453 (1986; Zbl 0629.90058)] for the primal linear programming problem. The linear lower-bound update that they give does not ensure convergence with nonfeasible iterates, and is therefore supplemented by a quadratic procedure. In this paper, linear updates are derived that guarantee convergence of the algorithm in a polynomial number of steps.
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single-phase projective algorithm
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linear updates
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convergence
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0.86106205
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0.84268403
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0.84164596
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0.8396967
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