Comments on "an efficient search direction for linear programming problems" by H. Luh and R. Tsaih

  • Authors:
  • Bruce J. Chaderjian;Tangan Gao

  • Affiliations:
  • Department of Mathematics, California State University, Long Beach, CA;Department of Mathematics, California State University, Long Beach, CA

  • Venue:
  • Computers and Operations Research
  • Year:
  • 2003

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Abstract

With regard to the paper "An efficient search direction for linear programming problems" by Luh and Tsaih (Comput. and Oper. Res. 29 (2002) 195), we provide a correction of a mathematical error, and we modify the auxiliary algorithm in the above reference. We also introduce a new initial search direction when the algorithm begins at an interior feasible point. Numerical results are presented to show that this search direction can substantially improve the efficiency of the algorithm.