Homotopy techniques in linear programming

Nazareth JL (1986). Homotopy techniques in linear programming. Algorithmica 1 (1): 529-535. DOI:10.1007/BF01840461.

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Abstract

In this note, we consider the solution of a linear program, using suitably adapted homotopy techniques of nonlinear programming and equation solving that move through the interior of the polytope of feasible solutions. The homotopy is defined by means of a quadratic regularizing term in an appropriate metric. We also briefly discuss algorithmic implications and connections with the affine variant of Karmarkar's method.

Item Type: Article
Uncontrolled Keywords: Homotopy; Interior point methods; Karmarkar's method; Linear programming; Nonlinear programming; Path-following; Quadratic regularization
Research Programs: System and Decision Sciences - Core (SDS)
Bibliographic Reference: Algorithmica; 1(1-4):529-535 [1986]
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:56
Last Modified: 19 Feb 2016 10:35
URI: http://pure.iiasa.ac.at/2750

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