A new efficient short-step projective interior point method for linear programming

摘要

In this paper, we are interested in the performance of Karmarkar's projective algorithm for linear programming. We propose a new displacement step to accelerate and improve the convergence of this algorithm. This purpose is confirmed by numerical experimentations showing the efficiency and the robustness of the obtained algorithm over Schrijver's one for small problem dimensions. (C) 2018 Elsevier B.V. All rights reserved.