Computational experience with a dual affine variant of Karmarkar's method for linear programming

  • Authors:

  • Clyde L. Monma;Andrew J. Morton

  • Affiliations:

  • Bell Communications Research, 435 South Street, Morristown, NJ 07960-1961, USA;Bell Communications Research, 435 South Street, Morristown, NJ 07960-1961, USA

  • Venue:
  • Operations Research Letters
  • Year:
  • 1987

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Abstract

The purpose of this paper is to describe computational experience with a dual affine variant of Karmarkar's method for solving linear programming problems. This approach was implemented by the authors over a twelve week period during the summer of 1986. Computational tests were made comparing this implementation with MINOS 5.0, a state-of-the-art implementation of the simplex method. Our implementation compares favorably on publicly-available linear programming test problems with an average speedup of about three over MINOS 5.0.