Title

A partial updating algorithm for linear programs with many more variables than constraints

Abstract

We present a modified version of Ye's potential reduction algorithm for linear programming. By using partial updating and incorporating scaling factors based on subsets of variables, we are able to solve linear programs having many more variables than constraints faster than comparable full updating algorithms. Our scheme for choosing scaling factors is motivated by certain asymptotic properties of interior point methods.

Publisher

Taylor & Francis

Publication Date

1-1-1994

Publication Title

Optimization Methods and Software

Department

Mathematics

Document Type

Article

DOI

10.1080/10556789508805591

Language

English

Format

text

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