Computational experience with a dual affine variant of Karmarkar's method for linear programming

The purpose of this paper is to describe computational experience with a dual affine variant of Karmarkar's method for solving linear programming problems. This approach was implemented by the authors over a twelve week period during the summer of 1986. Computational tests were made comparing t...

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Bibliographic Details
Published in:Operations research letters 1987, Vol.6 (6), p.261-267
Main Authors: Monma, Clyde L., Morton, Andrew J.
Format: Article
Language:English
Subjects:
Applied sciences
Exact sciences and technology
implementation
interior method
linear programming
Mathematical programming
Operational research and scientific management
Operational research. Management science
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Summary:The purpose of this paper is to describe computational experience with a dual affine variant of Karmarkar's method for solving linear programming problems. This approach was implemented by the authors over a twelve week period during the summer of 1986. Computational tests were made comparing this implementation with MINOS 5.0, a state-of-the-art implementation of the simplex method. Our implementation compares favorably on publicly-available linear programming test problems with an average speedup of about three over MINOS 5.0.
ISSN:0167-6377
1872-7468
DOI:10.1016/0167-6377(87)90040-X