Projection algorithms for linear programming
Identifieur interne : 002D23 ( Main/Exploration ); précédent : 002D22; suivant : 002D24Projection algorithms for linear programming
Auteurs : U. Betke [Allemagne] ; P. Gritzmann [Allemagne]Source :
- European Journal of Operational Research [ 0377-2217 ] ; 1992.
Abstract
Based on the nearest-point projection of geometric convexity we give a general projection approach for solving the feasibility problem of linear programming. Application of Shor's method of space dilation gives rise to a family of polynomial-time ellipsoidal algorithms with improved termination criteria in case of infeasibility. Moreover, the approach renders possible application of various techniques from nonlinear programming. In particular, using a variable metric algorithm with exact line search we obtain a fast and practically well-behaving algorithm for linear programming.
Url:
DOI: 10.1016/0377-2217(92)90080-S
Affiliations:
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