| Article ID: | iaor1988279 |
| Country: | Germany |
| Volume: | 19 |
| Start Page Number: | 653 |
| End Page Number: | 664 |
| Publication Date: | Dec 1988 |
| Journal: | Optimization |
| Authors: | Hettich R. |
An implementation of Karmarkar’s algorithm is described which can be characterized by two features. On the one hand only approximate projections are used in determining directions of search and, secondly, variables which are likely to be nonbasic are successively eliminated. The paper demonstrates by examples that the resulting algorithm has favorable properties with regard to speed and stability.