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Karmarkar's
algorithm
Abstract:
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 inequality 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.
Karmarkar's Algorithm
Implementation, detailed description is depicted below; (images format)
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