A weighted least squares study of robustness in interior point linear programming
From MaRDI portal
Publication:1260620
DOI10.1007/BF01299141zbMath0799.90081MaRDI QIDQ1260620
Publication date: 30 August 1993
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Linear programming (90C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Related Items (4)
A decomposition-based crash-start for stochastic programming ⋮ Solving nonlinear multicommodity flow problems by the analytic center cutting plane method ⋮ A warm-start approach for large-scale stochastic linear programs ⋮ Warm start of the primal-dual method applied in the cutting-plane scheme
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A modification of Karmarkar's linear programming algorithm
- A new polynomial-time algorithm for linear programming
- Computational experience with a primal-dual interior point method for linear programming
- Computational experience with a dual affine variant of Karmarkar's method for linear programming
- A survey of search directions in interior point methods for linear programming
- Computational results of an interior point algorithm for large scale linear programming
- Degeneracy in interior point methods for linear programming: A survey
- A simplified global convergence proof of the affine scaling algorithm
- An implementation of Karmarkar's algorithm for linear programming
- Search directions for interior linear-programming methods
- A variation on Karmarkar’s algorithm for solving linear programming problems
- Boundary Behavior of Interior Point Algorithms in Linear Programming
This page was built for publication: A weighted least squares study of robustness in interior point linear programming
