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Computational experience with a dual affine variant of Karmarkar’s method for linear programming. (English) Zbl 0627.90065
The purpose of this paper is to describe computational experience with a dual affine variant of Karmarkar’s method for solving linear programming problems. This approach was implemented by the authors over a twelve week period during the summer of 1986. Computational tests were made comparing this implementation with MINOS 5.0, a state-of-the-art implementation of the simplex method. Our implementation compares favorably on publicity- available linear programming test problems with an average speedup of about three over MINOS 5.0.

90C05 Linear programming
68Q25 Analysis of algorithms and problem complexity
65K05 Numerical mathematical programming methods
Full Text: DOI
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