A Practical Approach to Karmarkar's Algorithm.
STANFORD UNIV CA SYSTEMS OPTIMIZATION LAB
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A practical approach to implementing Karmarkars algorithm is discussed. A variant of the algorithm is proposed which still has polynomial complexity and which eliminates the need for Karmarkars canonical form. This method allows upper and lower bounds to be used and does not require knowledge of the objective value. Some heuristics are given which alleviate certain computational difficulties that arise when a practical implementation of the algorithm is attempted. A FORTRAN program is described that allows one to study its convergence properties. Keywords Linear Programming Simplex Method Least Squares Method Iterations.
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