On Projected Newton Barrier Methods for Linear Programming and an Equivalence to Karmarkar's Projective Method.

Abstract

The authors discuss interior-point methods for linear programming derived by applying a logarithmic barrier transformation and performing projected Newton steps for a sequence of barrier parameters. Under certain conditions, one of these projected Newton barrier methods is shown to be equivalent to Karmarkar's (1984) projective method for linear programming. Details are given of a specific barrier algorithm and its practical implementation. Numerical results are given for several nontrivial test problems. Additional keywords: tables(data); numerical analysis; iterations; computations; least squares method. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1985
Accession Number
ADA158212

Entities

People

  • J. A. Tomlin
  • M. H. Wright
  • Mark A. Saunders
  • P. E. Gill
  • William J. Murray

Organizations

  • Stanford University

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  • Energy and Power Technologies

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  • Algorithms
  • Applied Mathematics
  • California
  • Computations
  • Computer Programming
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  • Convex Programming
  • Evolutionary Algorithms
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Military Research
  • Nonlinear Programming
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  • United States

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  • Engineering
  • Mathematics

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