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: | Todd Michael J. |
Keywords: | Karmarkar's method |
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.