A quadratically convergent method for linear programming (Q808185)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A quadratically convergent method for linear programming |
scientific article |
Statements
A quadratically convergent method for linear programming (English)
0 references
1991
0 references
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.
0 references
\(A\)-stability
0 references
quadratic convergence
0 references
linear programming
0 references
initial value problem
0 references
Karmarkar's projective algorithm
0 references
Euler's method
0 references
0 references
0 references
