论文信息 - Implementing an affine scaling algorithm for linear programming

Implementing an affine scaling algorithm for linear programming

Abstract This paper describes a modified Karmarkar algorithm for solving linear programming problems. This algorithm overcomes the problem of maintaining feasibility during the projective step and uses a constraint partitioning scheme which greatly improves the efficiency of the projective step. The new algorithm proves to be two to three times as fast as the IMSL FORTRAN subroutine ZX4LP in solving moderate size linear programs.

Tom M. Cavalier | T. M. Cavalier | Kenneth C. Schall

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