Cubically convergent method for locating a nearby vertex in linear programming (Q911456)
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scientific article; zbMATH DE number 4141787
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| English | Cubically convergent method for locating a nearby vertex in linear programming |
scientific article; zbMATH DE number 4141787 |
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Cubically convergent method for locating a nearby vertex in linear programming (English)
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1990
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Given a point sufficiently close to a nondegenerate basic feasible solution \(x^*\) of a linear program, we show how to generate a sequence \(\{p^ k\}\) that converges to the 0-1 vector \(sign(x^*)\) at a Q-cubic rate. This extremely fast convergence enables us to determine, with a high degree of certainty, which variables will be zero and which will be nonzero at optimality and then construct \(x^*\) from this information.
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nondegenerate basic feasible solution
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fast convergence
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0.7472934722900391
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0.7429326176643372
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0.7276690006256104
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