Modification of Karmarkar’s projective scaling algorithm

作者:

Highlights:

摘要

This paper presents a new conversion technique of the standard linear programming problem into a homogenous form desired for the Karmarkar’s algorithm, where we employed the primal–dual method. The new converted linear programming problem provides initial basic feasible solution, simplex structure, and homogenous matrix. Apart from the transformation, Hooker’s method of projected direction is employed in the Karmarkar’s algorithm and the modified algorithm is presented. The modified algorithm has a faster convergence with a suitable choice of step size.

论文关键词:Interior point method,Karmarkar’s method,Hooker’s method,Preconditioned Conjugate Gradient method

论文评审过程:Available online 21 January 2010.

论文官网地址:https://doi.org/10.1016/j.amc.2010.01.043