ISSN:
1432-0541
Keywords:
Linear programming
;
Karmarkar's algorithm
;
Duality
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract We describe an extension of Karmarkar's algorithm for linear programming that handles problems with unknown optimal value and generates primal and dual solutions with objective values converging to the common optimal primal and dual value. We also describe an implementation for the dense case and show how extreme point solutions can be obtained naturally, with little extra computation.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01840455
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