Cubically convergent method for locating a nearby vertex in linear programming
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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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Cites work
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- A new polynomial-time algorithm for linear programming
- A variation on Karmarkar’s algorithm for solving linear programming problems
- An implementation of Karmarkar's algorithm for linear programming
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- Containing and shrinking ellipsoids in the path-following algorithm
- scientific article; zbMATH DE number 4164543 (Why is no real title available?)
- scientific article; zbMATH DE number 3301975 (Why is no real title available?)
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