A quadratically convergent method for linear programming
type: Item
instance of: scholarly article
title: A quadratically convergent method for linear programming
zbMATH Open document ID: 0731.65050
DOI: 10.1016/0024-3795(91)90278-5
author: Stefano Herzel
author: Maria Cristina Recchioni
author: Francesco Zirilli
published in: Linear Algebra and its Applications
publication date: 1991-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 65L05
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 65L20
Mathematics Subject Classification ID: 34A34
zbMATH DE Number: 4209476
zbMATH Keywords: \(A\)-stability
zbMATH Keywords: quadratic convergence
zbMATH Keywords: linear programming
zbMATH Keywords: initial value problem
zbMATH Keywords: Karmarkar's projective algorithm
zbMATH Keywords: Euler's method
Wikidata QID: Q114852073
describes a project that uses: DAFNE
MaRDI profile type: Publication
full work available at URL: 0024-3795(91)90278-5
OpenAlex ID: W2090806510
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description: scientific article; zbMATH DE number 4209476