A quadratically convergent method for linear programming
The authors view the solution of a linear programming problem as the solution of an ordinary differential equation (ODE) initial value problem. It is shown that Karmarkar's projective algorithm can be viewed as an application of Euler's method to such an ODE problem. In this paper, the authors consider an alternative formulation that allows for the application of an implicit A-stable integration scheme, which is quadratically convergent when the solution is nondegenerate.
scientific article; zbMATH DE number 4209476
scientific article