A Variable Metric Variant of the Karmarkar Algorithm for Linear Programming

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dc.contributor.authorDennis, J.E. Jr.en_US
dc.contributor.authorMorshedi, A.M.en_US
dc.contributor.authorTurner, Kathrynen_US
dc.date.accessioned2018-06-18T17:27:11Zen_US
dc.date.available2018-06-18T17:27:11Zen_US
dc.date.issued1986-06en_US
dc.date.noteJune 1986 (Revised January 1997)en_US
dc.description.abstractThe 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.en_US
dc.format.extent34 ppen_US
dc.identifier.citationDennis, J.E. Jr., Morshedi, A.M. and Turner, Kathryn. "A Variable Metric Variant of the Karmarkar Algorithm for Linear Programming." (1986) <a href="https://hdl.handle.net/1911/101601">https://hdl.handle.net/1911/101601</a>.en_US
dc.identifier.digitalTR86-13en_US
dc.identifier.urihttps://hdl.handle.net/1911/101601en_US
dc.language.isoengen_US
dc.titleA Variable Metric Variant of the Karmarkar Algorithm for Linear Programmingen_US
dc.typeTechnical reporten_US
dc.type.dcmiTexten_US
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