Strict monotonicity in Todd’s low-complexity algorithm for linear programming

Strict monotonicity in Todd’s low-complexity algorithm for linear programming

0.00 Avg rating0 Votes
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: ,
Abstract:

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.

Reviews

Required fields are marked *. Your email address will not be published.