An interior point method, based on rank-1 updates, for linear programming
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/BF01584845.pdf
Reference19 articles.
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2. P.M. Vaidya, An algorithm for linear programming which requires O(((m + n)n 2 + (m + n)1.5n)L) arithmetic operations, Proceedings of the 19th ACM Symposium on the Theory of Computing, 1987, pp. 29–38.
3. C.C. Gonzaga, An algorithm for solving linear programming problems in O(n 3L) operations, in: N. Megiddo (Ed.), Progress in Mathematical Programming, Springer, Berlin, 1989, pp. 1–28.
4. M. Kojima, S. Mizuno, A. Yoshise, A polynomial-time algorithm for a class of linear complementarity problems, Mathematical Programming 44 (1989) 1–26.
5. R.D.C. Monteiro, I. Adler, Interior path following primal—dual algorithms, Part II: convex quadratic programming, Mathematical Programming 44 (1989) 43–66.
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