Article ID: | iaor19921521 |
Country: | Netherlands |
Volume: | 52 |
Issue: | 3 |
Start Page Number: | 405 |
End Page Number: | 414 |
Publication Date: | Dec 1991 |
Journal: | Mathematical Programming |
Authors: | Ye Yinyu |
The paper analyzes several affine potential reduction algorithms for linear programming based on simplifying assumptions. It shows that, under a strong probabilistic assumption regarding the distribution of the data in an iteration, the decrease in the primal potential function will be