On Anstreicher’s combined phase I-phase II projective algorithm for linear programming

On Anstreicher’s combined phase I-phase II projective algorithm for linear programming

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Article ID: iaor1993737
Country: Netherlands
Volume: 55
Issue: 1
Start Page Number: 1
End Page Number: 15
Publication Date: Apr 1992
Journal: Mathematical Programming (Series A)
Authors:
Keywords: Karmarkar's method
Abstract:

Anstreicher has proposed a variant of Karmarkar’s projective algorithm that handles standard-form linear programming problems nicely. The paper suggests modifications to his method that it is thought will lead to better search directions and a more useful algorithm. Much of the analysis depends on a two-constraint linear programming problem that is a relaxation of the scaled original problem.

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