Article ID: | iaor2000466 |
Country: | Hungary |
Volume: | XXVII |
Issue: | 1/2 |
Start Page Number: | 19 |
End Page Number: | 34 |
Publication Date: | Jan 1996 |
Journal: | Szigma |
Authors: | Terlaky Tams, Ills Tibor, Szirmai kos |
Keywords: | programming: linear |
In this paper the finite criss-cross method is generalized to solve hyperbolic programming problems. As in the case of linear or quadratic programming the criss-cross method can be initialized with any, not necessarily feasible basis solution. The finiteness of the procedure is proved under the usual mild assumptions. Finally, some small numerical examples illustrate the main features of the algorithm.