Article ID: | iaor20032047 |
Country: | Netherlands |
Volume: | 143 |
Issue: | 2 |
Start Page Number: | 234 |
End Page Number: | 256 |
Publication Date: | Dec 2002 |
Journal: | European Journal of Operational Research |
Authors: | Terlaky Tams, Peng Jiming, Roos Cornelis |
Keywords: | programming: linear |
We propose a new class of primal–dual methods for linear optimization (LO). By using some new analysis tools, we prove that the large-update method for LO based on the new search direction has a polynomial complexity of