| Article ID: | iaor1991675 |
| Country: | Netherlands |
| Volume: | 46 |
| Issue: | 2 |
| Start Page Number: | 173 |
| End Page Number: | 190 |
| Publication Date: | Feb 1990 |
| Journal: | Mathematical Programming (Series A) |
| Authors: | Asic Miroslav D., Kovacevic-Vujcic Vera V., Radosavljevic-Nikolic Mirjana |
| Keywords: | Karmarkar's method |
The asymptotic behaviour of Karmarkar’s method is studied and an estimate of the rate of the objective function value decrease is given. Two possible sources of numerical instability are discussed and a stabilizing procedure is proposed.