Affine-scaling for linear programs with free variables

Affine-scaling for linear programs with free variables

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Article ID: iaor1988739
Country: Netherlands
Volume: 43
Issue: 1
Start Page Number: 31
End Page Number: 44
Publication Date: Jan 1989
Journal: Mathematical Programming (Series A)
Authors:
Abstract:

The affine-scaling modification of Karmarkar’s algorithm is extended to solve problems with free variables. This extended primal algorithm is used to prove two important results. First the geometrically elegant feasibility algorithm proposed by Chandru and Kochar is the same algorithm as the one obtained by appending a single column of residuals to the constraint matrix. Second the dual algorithm as first described by Adler et al., is the same as the extended primal algorithm applied to the dual.

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