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We propose a path-following version of the Todd-Burrell procedure to solve linear programming problems with an unknown optimal value. The path-following scheme is not restricted to Karmarkar's primal step; it can also be implemented with a dual Newton step or with a primal-dual step. Copyright...
Persistent link: https://www.econbiz.de/10010847779
We propose a path-following version of the Todd-Burrell procedure to solve linear programming problems with an unknown optimal value. The path-following scheme is not restricted to Karmarkar's primal step; it can also be implemented with a dual Newton step or with a primal-dual step. Copyright...
Persistent link: https://www.econbiz.de/10010950186