A combined phase I-phase II scaled potential algorithm for linear programming

A combined phase I-phase II scaled potential algorithm for linear programming

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Article ID: iaor19921511
Country: Netherlands
Volume: 52
Issue: 3
Start Page Number: 429
End Page Number: 439
Publication Date: Dec 1991
Journal: Mathematical Programming
Authors:
Abstract:

The paper develops an extension of the affinely scaled potential reduction algorithm which simultaneously obtains feasibility and optimality in a standard form linear program, without the addition of any ‘M’ terms. The method, and its lower-bounding procedure, are particularly simple compared with previous interior algorithms not requiring feasibility.

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