A primal null-space affine-scaling method

  • Authors:
  • K. Kim;J. L. Nazareth

  • Affiliations:
  • Kei-Myung Univ., Daegu, Korea;Washington State Univ., Pullman

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 1994

Quantified Score

Hi-index 0.01

Visualization

Abstract

This article develops an affine-scaling method for linear programming in standard primal form. Its descent search directions are formulated in terms of the null-space of the linear programming matrix, which, in turn, is defined by a suitable basis matrix. We describe some basic properties of the method and an experimental implementation that employs a periodic basis change strategy in conjunction with inexact computation of the search direction by an iterative method, specifically, the conjugate-gradient method with diagonal preconditioning. The result of a numerical study on a number of nontrivial problems representative of problems that arise in practice are reported and discussed.A key advantage of the primal null-space affine-scaling method is its compatibility with the primal simplex method. This is considered in the concluding section, along with implications for the development of a more practical implementation.