A partial updating algorithm for linear programs with many more variables than constraints
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.
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.
Taylor & Francis
Optimization Methods and Software