Relaxed variants of Karmarkar's algorithm for linear programs with unknown optimal objective value.
Donald GoldfarbSanjay MehrotraPublished in: Math. Program. (1988)
Keyphrases
- optimal solution
- linear program
- dynamic programming
- worst case
- linear programming
- computational complexity
- strongly polynomial
- optimization algorithm
- nelder mead
- np hard
- extreme points
- piecewise linear
- primal dual
- search space
- learning algorithm
- simplex method
- objective function
- globally optimal
- convergence rate
- model free
- convex hull
- ant colony optimization
- mixed integer linear program
- simulated annealing
- multi objective