A Build - Up Interior - Point Method for Linear Programming : A ne Scaling
نویسندگان
چکیده
We propose a build-up interior-point method for solving an m equation n variable linear program which has the same convergence properties as its well known analogue Dikin's algorithm in dual aane form but may require less computational eeort. It diiers from Dikin's algorithm in that the ellipsoid chosen to generate the improving direction in dual space is constructed from only a subset of the dual constraints. We also present some preliminary computational results for this method.
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