ISSN:
1436-4646
Keywords:
Linear programming
;
interior-point methods
;
combined phase I—phase II
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract This paper describes an affine potential reduction algorithm for linear programming that simultaneously seeks feasibility and optimality. The algorithm is closely related to a similar method of Anstreicher. The new features are that we use a two-dimensional programming problem to derive better lower bounds than Anstreicher, that our direction-finding subproblem treats phase I and phase II more symmetrically, and that we do not need an initial lower bound. Our method also allows for the generation of a feasible solution (so that phase I is terminated) during the course of the iterations, and we describe two ways to encourage this behavior.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01581241
Permalink
