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Asymptotic behaviour of Karmarkar's method for linear programming |
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| Authors: | Miroslav D. Asic Vera V. Kovacevic-Vujcic Mirjana D. Radosavljevic-Nikolic |
| Affiliation: | (1) The Ohio State University, Newark Campus, Newark, OH, USA;(2) Faculty of Organizational Sciences, Belgrade University, Belgrade, Yugoslavia |
| Abstract: | The asymptotic behaviour of Karmarkar's method is studied and an estimate of the rate of the objective function value decrease is given. Two possible sources of numerical instability are discussed and a stabilizing procedure is proposed.Research supported in part by Republicka zajednica za nauku SR Srbije. |
| Keywords: | Karmarkar's algorithm linear programming rate of convergence |
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