Article ID: | iaor20012967 |
Country: | Netherlands |
Volume: | 4 |
Start Page Number: | 243 |
End Page Number: | 257 |
Publication Date: | Jan 1995 |
Journal: | Optimization Methods & Software |
Authors: | Anstreicher Kurt M., Bosch Robert A. |
Keywords: | interior point methods |
We present a modified version of Ye's potential reduction algorithm for linear programming. By using partial updating and incorporating scaling factors based on subsets of variables, we are able to solve linear programs having many more variables than constraints faster than comparable full updating algorithms. Our scheme for choosing scaling factors is motivated by certain asymptotic properties of interior point methods.