A Self-Correcting Version of Karmarkar’s Algorithm
1989; Society for Industrial and Applied Mathematics; Volume: 26; Issue: 4 Linguagem: Inglês
10.1137/0726056
ISSN1095-7170
AutoresDonald Goldfarb, Sanjay Mehrotra,
Tópico(s)Matrix Theory and Algorithms
ResumoA relaxed version of Karmarkar’s algorithm is developed that does not require the direction of movement to be in the null space of the constraint matrix. The algorithm is proved to have the same rate of convergence as Karmarkar’s algorithm. Conditions are also given guaranteeing that the approach suggested by Karmarkar for transforming an “inequality form” linear program into the form required by his algorithm is well defined.
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