Article ID: | iaor20032989 |
Country: | United States |
Volume: | 20 |
Issue: | 1 |
Start Page Number: | 116 |
End Page Number: | 134 |
Publication Date: | Feb 1995 |
Journal: | Mathematics of Operations Research |
Authors: | Goldfarb D., Shaw D.X. |
Keywords: | interior point methods |
We present a generic projective interior-point algorithm for linear programming which includes modified versions of Karmarkar's original algorithm and most other projective algorithms that have been proposed as special cases. We show that this class of algorithms has a worst case iteration bound of O(