A modification of karmarkar's linear programming algorithm

Abstract

We present a modification of Karmarkar's linear programming algorithm. Our algorithm uses a recentered projected gradient approach thereby obviating a priori knowledge of the optimal objective function value. Assuming primal and dual nondegeneracy, we prove that our algorithm converges. We present computational comparisons between our algorithm and the revised simplex method. For small, dense constraint matrices we saw little difference between the two methods. © 1986 Springer-Verlag New York Inc.