Convergence behavior of Karmarkar's projective algorithm for solving a simple linear program.
John A. KaliskiYinyu YePublished in: Oper. Res. Lett. (1991)
Keyphrases
- linear program
- linear programming
- simplex method
- dynamic programming
- optimal solution
- objective function
- iterative algorithms
- convergence rate
- np hard
- simulated annealing
- worst case
- integer program
- search space
- combinatorial optimization
- learning algorithm
- primal dual
- semidefinite programming
- linear programming problems
- simplex algorithm
- approximate dynamic programming
- column generation
- mixed integer
- lagrange multipliers