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On combined phase 1-phase 2 projective methods for linear programming (1993)

Todd, Michael J. ; Wang, Yufei

Springer

Algorithmica 9 (1993), S. 64-83

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ISSN: 1432-0541

Keywords: Linear programming ; Interior-point methods ; Projective methods ; Combined phase 1-phase 2

Source: Springer Online Journal Archives 1860-2000

Topics: Computer Science , Mathematics

Notes: Abstract We compare the projective methods for linear programming due to de Ghellinck and Vial, Anstreicher, Todd, and Fraley. These algorithms have the feature that they approach feasibility and optimality simultaneously, rather than requiring an initial feasible point. We compare the directions used in these methods and the lower-bound updates employed. In many cases the directions coincide and two of the lower-bound updates give the same result. It appears that Todd's direction and Fraley's lower-bound update have slight advantages, and this is borne out in limited computational testing.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01185339

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