Title
Karmarkar's linear programming algorithm and Newton's method
Abstract
This paper describes a full-dimensional version of Karmarkar's linear programming algorithm, theprojective scaling algorithm, which is defined for any linear program in Rn having a bounded, full-dimensional polytope of feasible solutions. If such a linear program hasm inequality constraints, then it is equivalent under an injective affine mappingJ:Rn?Rm to Karmarkar's original algorithm for a linear program in Rm havingm—n equality constraints andm inequality constraints. Karmarkar's original algorithm minimizes a potential functiong(x), and the projective scaling algorithm is equivalent to that version of Karmarkar's algorithm whose step size minimizes the potential function in the step direction.
Year
DOI
Venue
1991
10.1007/BF01594941
Math. Program.
Keywords
Field
DocType
linear programming algorithm,logarithmic barrier function,projective transformation,modified newton's method,nonlinear optimization.,karmarkar's algorithm,global newton's method,barrier function,linear program,nonlinear optimization
Affine transformation,Discrete mathematics,Mathematical optimization,Simplex algorithm,Nonlinear programming,Polytope,Linear programming,Karmarkar's algorithm,Criss-cross algorithm,Interior point method,Mathematics
Journal
Volume
Issue
ISSN
50
3
0025-5610
Citations 
PageRank 
References 
11
1.01
9
Authors
2
Name
Order
Citations
PageRank
D. A. Bayer1111.01
J. C. Lagarias2563235.61