Abstract
The asymptotic behaviour of Karmarkar's method is studied and an estimate of the rate of the objective function value decrease is given. Two possible sources of numerical instability are discussed and a stabilizing procedure is proposed.
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Research supported in part by Republicka zajednica za nauku SR Srbije.
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Asic, M.D., Kovacevic-Vujcic, V.V. & Radosavljevic-Nikolic, M.D. Asymptotic behaviour of Karmarkar's method for linear programming. Mathematical Programming 46, 173–190 (1990). https://doi.org/10.1007/BF01585736
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DOI: https://doi.org/10.1007/BF01585736