Article ID: | iaor1991304 |
Country: | United States |
Volume: | 15 |
Start Page Number: | 508 |
End Page Number: | 529 |
Publication Date: | Nov 1990 |
Journal: | Mathematics of Operations Research |
Authors: | Todd Michael J., Ye Yinyu |
The authors describe a projective algorithm for linear programming that shares features with Karmarkar's projective algorithm and its variants and with the path-following methods of Gonzaga, Kojima-Mizuno-Yoshise, Monteiro-Adler, Renegar, Vaidya and Ye. It operates in a primal-dual setting, stays close to the central trajectories, and converges in