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.
Repository Citation
Bosch, Robert A., and Kurt M. Anstreicher. 1994. "A partial updating algorithm for linear programs with many more variables than constraints." Optimization Methods and Software 4(4): 243-257.
Publisher
Taylor & Francis
Publication Date
1-1-1994
Publication Title
Optimization Methods and Software
Department
Mathematics
Document Type
Article
DOI
https://dx.doi.org/10.1080/10556789508805591
Language
English
Format
text
COinS
