Interior path following primal-dual algorithms. part I: Linear programming

Author:

Monteiro Renato D. C.,Adler Ilan

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference12 articles.

1. D.A. Bayer and J.C. Lagarias, “The nonlinear geometry of linear programming,” manuscripts, AT&T Bell Laboratories (Murray Hill, NJ, 1986), to appear inTransactions of the American Mathematical Society.

2. A. Fiacco and G. McCormick,Nonlinear Programming: Sequential Unconstrained Minimization Techniques (John Wiley and Sons, New York, 1968).

3. K.R. Frisch, “The logarithmic potential method of convex programming,” unpublished manuscript, University Institute of Economics (Oslo, Norway, 1955).

4. P.E. Gill, W. Murray, M.A. Saunders, J.A. Tomlin and M.H. Wright, “On projected Newton barrier methods for linear programming and an equivalence to Karmarkar's projective method,”Mathematical Programming 36 (1986) 183–209.

5. C.C. Gonzaga, “An algorithm for solving linear programming problems in O(n 3 L) operations,” Memorandum Number UCB/ERL M87/10, Electronics Research Laboratory, Universtiy of California (Berkeley, CA, March, 1987).

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