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An implementation of Karmarkar’s algorithm for linear programming. (English) Zbl 0682.90061
Summary: This paper describes the implementation of power series dual affine scaling variants of Karmarkar’s algorithm for linear programming. Based on a continuous version of Karmarkar’s algorithm, two variants resulting from first and second order approximations of the continuous trajectory are implemented and tested. Linear programs are expressed in an equality form, which allows for the inexact computation of the algorithm’s direction of improvement, resulting in a significant computational advantage. Implementation issues particular to this family of algorithms, such as treatment of dense columns, are discussed. The code is tested on several standard linear programming problems and compares favorably with the simplex code MINOS 4.0.

MSC:
90C05 Linear programming
65K05 Numerical mathematical programming methods
Software:
MINOS; YSMP
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References:
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