A variable-metric variant of the Karmarkar algorithm for linear programming

Author:

Dennis J. E.,Morshedi A. M.,Turner Kathryn

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference17 articles.

1. Kurt M. Anstreicher, “A monotonic projective algorithm for fractional linear programming,” Yale School of Management (New Haven, CT, 1985, revised 1986). To appear inAlgorithmica.

2. T.M. Cavalier and A.L. Soyster, “Some computational experience and a modification of the Karmarkar algorithm,” Department of Industrial and Management Systems Engineering, The Pennsylvania State University (University Park, PA, 1985).

3. A. Charnes, T. Song, and M. Wolfe, “An explicit solution sequence and convergence of Karmarkar's algorithm,” Center for Cybernetic Studies, The University of Texas at Austin, Research CCS 501 (Austin, TX, 1984).

4. J.E. Dennis, Jr. and Robert B. Schnabel,Numerical methods for unconstrained optimization and nonlinear equations (Prentice-Hall, Englewood Cliffs, NJ, 1983).

5. David M. Gay, “A variant of Karmarkar's linear programming algorithm for problems in standard form,” AT & T Bell Laboratories Numerical Analysis Manuscript 85-10 (Murray Hill, NJ, 1985), to appear inMathematical Programming.

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