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AnimplementationofKarmarkarsalgorithmforlinearprogramming
Mathematical Programming 44 (1989) 297-335 297
North-Holland
AN IMPLEMENTATION OF KARMARKARS ALGORITHM
FOR LINEAR PROGRAMMING
Ilan A D L E R , Mauricio G.C. R E S E N D E * and G e r a l d o V E I G A
Department of Industrial Engineering and Operations Research, University o[ California,
Berkeley, CA 94720, USA
N a r e n d r a K A R M A R K A R
A TT Bell Laboratories, Murray Hill, NJ 07974, USA
Received 29 June 1987
Revised manuscript received 14 March 1989
This paper describes the implementation of power series dual affine scaling variants of Karmarkars
algorithm for linear programming. Based on a continuous version of Karmarkars algorithm, two
variants resulting from first and second order approximations of the continuous trajectory are
implemented and tested. Linear programs are expressed in an inequality form, which allows for
the inexact computation of the algorithms direction of improvement, resulting in a significant
computational advantage. Implementation issues particular to this family of algorithms, such as
treatment of dense columns, are discussed. The code is tested on several standard linear program-
ming problems and compares favorably with the simplex code MINOS4.O.
Key words: Linear programming, Karmarkars algorithm, interior point methods.
I. Introduction
We describe in this p a p e r a family of interior point p o w e r series affine scaling
algorithms based on the linear p r o g r a m m i n g algorithm presented by K a r m a r k a r
(1984). Two algorithms from this family, corresponding to first and
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