Modifications and Implementation of the Shor-Khachian Algorithm for Linear Programming
Permanent Link(s)
Collections
Author
Goldfarb, Donald
Todd, Michael J.
Abstract
We give some modifications of the recent Shor-Khachian algorithm for linear programming and describe a numerically stable implementation. We are concerned with practical problems where user-supplied bounds can usually be provided. Our implementation allows constraint dropping and updates bounds on the optimal value, and should be able to terminate with an indication of infeasibility or with a provably good feasible solution in a moderate number of iterations.
Date Issued
1980-01
Publisher
Cornell University
Keywords
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR80-406
Type
technical report