A modified algorithm for the strict feasibility problem

D. Benterki; B. Merikhi

RAIRO - Operations Research (2010)

  • Volume: 35, Issue: 4, page 395-399
  • ISSN: 0399-0559

Abstract

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In this note, we present a slight modification of an algorithm for the strict feasibility problem. This modification reduces the number of iterations.

How to cite

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Benterki, D., and Merikhi, B.. "A modified algorithm for the strict feasibility problem." RAIRO - Operations Research 35.4 (2010): 395-399. <http://eudml.org/doc/197781>.

@article{Benterki2010,
abstract = { In this note, we present a slight modification of an algorithm for the strict feasibility problem. This modification reduces the number of iterations. },
author = {Benterki, D., Merikhi, B.},
journal = {RAIRO - Operations Research},
keywords = {Strict feasibility; interior point methods; Ye–Lustig algorithm.; strict feasibility; Ye-Lustig algorithm},
language = {eng},
month = {3},
number = {4},
pages = {395-399},
publisher = {EDP Sciences},
title = {A modified algorithm for the strict feasibility problem},
url = {http://eudml.org/doc/197781},
volume = {35},
year = {2010},
}

TY - JOUR
AU - Benterki, D.
AU - Merikhi, B.
TI - A modified algorithm for the strict feasibility problem
JO - RAIRO - Operations Research
DA - 2010/3//
PB - EDP Sciences
VL - 35
IS - 4
SP - 395
EP - 399
AB - In this note, we present a slight modification of an algorithm for the strict feasibility problem. This modification reduces the number of iterations.
LA - eng
KW - Strict feasibility; interior point methods; Ye–Lustig algorithm.; strict feasibility; Ye-Lustig algorithm
UR - http://eudml.org/doc/197781
ER -

References

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  1. D. Benterki, Étude des performances de l'algorithme de Karmarkar pour la programmation linéaire. Thèse de Magister, Département de Mathématiques, Université de Annaba, Algérie (1992).  
  2. J.C. Culioli, Introduction à l'optimisation. Édition Marketing, Ellipses, Paris (1994).  
  3. I.J. Lustig, A pratical approach to Karmarkar's algorithm. Technical report sol 85-5, Department of Operations Research Stanford University, Stanford, California.  
  4. A. Keraghel, Étude adaptative et comparative des principales variantes dans l'algorithme de Karmarkar, Thèse de Doctorat de mathématiques appliquées. Université Joseph Fourier, Grenoble, France (1989).  
  5. D.F. Shanno and R.E. Marsten, A reduced-gradient variant of Karmarkar's algorithm and null-space projections. J. Optim. Theory Appl.57 (1988) 383-397.  
  6. S.J. Wright, Primal-dual interior point method. SIAM, Philadelphia, PA (1997).  

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