A Variable Metric Variant of the Karmarkar Algorithm for Linear Programming

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1986-06
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The most time-consuming part of the Karmarkar algorithm for linear programming is the projection of a vector onto the nullspace of a matrix that changes at each iteration. We present a variant of the Karmarkar algorithm that uses standard variable-metric techniques in an innovative way to approximate this projection. In limited tests, this modification greatly reduces the number of matrix factorizations needed for the solution of linear programming problems.

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Technical report
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Dennis, J.E. Jr., Morshedi, A.M. and Turner, Kathryn. "A Variable Metric Variant of the Karmarkar Algorithm for Linear Programming." (1986) https://hdl.handle.net/1911/101601.

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