ASYMPTOTIC-BEHAVIOR OF KARMARKAR METHOD FOR LINEAR-PROGRAMMING

被引：5

作者：

ASIC, MD ^{[1
]}

KOVACEVICVUJCIC, VV ^{[1
]}

RADOSAVLJEVICNIKOLIC, MD ^{[1
]}

机构：

[1] UNIV BELGRADE, FAC ORG SCI, BELGRADE, YUGOSLAVIA

来源：

MATHEMATICAL PROGRAMMING | 1990年 / 46卷 / 02期

关键词：

Karmarkar's algorithm; linear programming; rate of convergence;

D O I：

10.1007/BF01585736

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

The asymptotic behaviour of Karmarkar's method is studied and an estimate of the rate of the objective function value decrease is given. Two possible sources of numerical instability are discussed and a stabilizing procedure is proposed. © 1990 North-Holland.

引用

页码：173 / 190

页数：18

共 24 条

[1]

[Anonymous], 1980, USSR COMP MATH MATH+, DOI [DOI 10.1016/0041-5553(80)90061-0, 10.1016/0041-5553(80)90061-0]

[2]

ANSTREICHER KM, 1986, UNPUB WORST CASE STE

[3]

ASIC MD, 1986, 13TH P YUG S OP RES, P81

[4]

ASIC MD, 1985, 12TH P YUG S OP RES, P33