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A unified approach to projective algorithms for linear programming

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Optimization

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1405))

Abstract

In this paper it is shown that a projective algorithm based on the minimization of a potential function by a constrained Newton method is general enough to include other known projective methods for linear programming and fractional linear programming. It also provides a framework to analyze affine interior point methods and to relate them to projective methods.

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Authors and Affiliations

  1. Département d'Economie Commerciale, Université de Genève, 2 rue de Candolle, 1211, Genève, Switzerland

    Jean-Philippe Vial

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  1. Jean-Philippe Vial
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Szymon Dolecki

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© 1989 Springer Verlag

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Vial, JP. (1989). A unified approach to projective algorithms for linear programming. In: Dolecki, S. (eds) Optimization. Lecture Notes in Mathematics, vol 1405. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083596

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  • DOI: https://doi.org/10.1007/BFb0083596

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51970-6

  • Online ISBN: 978-3-540-46867-7

  • eBook Packages: Springer Book Archive

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