A STRENGTHENED ACCEPTANCE CRITERION FOR APPROXIMATE PROJECTIONS IN KARMARKAR ALGORITHM

被引：4

作者：

ANSTREICHER, KM

机构：

[1] Yale Sch of Organization &, Management, New Haven, CT, USA, Yale Sch of Organization & Management, New Haven, CT, USA

来源：

OPERATIONS RESEARCH LETTERS | 1986年 / 5卷 / 04期

关键词：

MATHEMATICAL TECHNIQUES - Approximation Theory - OPERATIONS RESEARCH - Optimization;

D O I：

10.1016/0167-6377(86)90080-5

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

As described in Goldfarb and Mehrotra, the convergence analysis of Karmarkar's method for linear programming leads naturally to an acceptance criterion when approximate projections are used in the course of the algorithm. Unfortunately, the preliminary results of Goldfarb and Mehrotra indicate that their criterion is generally not strong enough to insure that the algorithm makes reasonable progress. In this note we present a stronger criterion and show that the difference between the two criteria is potentially large.

引用

页码：211 / 214

页数：4