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On the bigℳ in the affine scaling algorithm
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Description
When we apply the affine scaling algorithm to a linear program, we usually construct an artificial linear program having an interior feasible solution from which the algorithm starts. The artificial linear program involves a positive number called the bigℳ. Theoretically, there exists anℳ* such that the original problem to be solved is equivalent to the artificial linear program ifℳ >ℳ*. Practically, however, such anℳ* is unknown and a safe estimate ofℳ is often too large. This paper proposes a method of updatingℳ to a suitable value during the iteration of the affine scaling algorithm. Asℳ becomes large, the method gives information on infeasibility of the original problem or its dual.
Journal
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- Mathematical Programming
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Mathematical Programming 62 85-93, 1993-02-01
Springer Science and Business Media LLC
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Details 詳細情報について
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- CRID
- 1870865117842654336
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- ISSN
- 14364646
- 00255610
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- Data Source
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- OpenAIRE
