Article ID: | iaor19961375 |
Country: | Hungary |
Volume: | 17 |
Issue: | 1/2 |
Start Page Number: | 185 |
End Page Number: | 194 |
Publication Date: | Jan 1993 |
Journal: | Alkalmazott Mathematikai Lapok |
Authors: | Mszros Csaba |
Keywords: | numerical analysis |
The most effective implementation of interior point methods for linear programming problems is given by the affine scaling algorithm. The effective implementation require more modifications of the original methods. The present paper shows a new approach to compute the projection on the scaling matrix of the linear programming problem. This approach has an advantageous property, that more modification follows from various pivot searching methods.