Article ID: | iaor1993743 |
Country: | Netherlands |
Volume: | 12 |
Issue: | 1 |
Start Page Number: | 59 |
End Page Number: | 64 |
Publication Date: | Jul 1992 |
Journal: | Operations Research Letters |
Authors: | Mizuno Shinji, Nagasawa Atsushi |
The authors propose a strictly monotone algorithm in the true objective for linear programming, which preserves the simplicity and the low-complexity of Todd’s algorithm. They also propose a low complexity algorithm in which the search direction is computed by a single formula in all cases.