The Variants of Karmarkar's and Simplex Algorithms for Liner Programming

Chen, W. H. 1990. The Variants of Karmarkar's and Simplex Algorithms for Liner Programming. NTU Management Review, 1 (1): 149-172

Wen-hsien Chen, Professor, Department of Management Information System, Takming University of Science and Technology

Abstract

We review and modify the Karmarkar's polynomial-time algorithm and its variants for linear programming. These variants are interior point algorithms. Newton barrier methods, and box method. Those algorithms still have polynomial-time computational complexity. For logarithm barrier function algorithm, each iteration updates a penalty parameter and finds an approximate Newton's direction associated with the Kuhn-Tucker system of equations. This paper briefly discusses those algorithms and some extensions of Karmarkar type algorithm to simplex method. We implemented those algorithms in Fortran programs and tested the computational results for iteration numbers and CPU times.  


Keywords

Linear programming Simplex method Karmarkar’s algorithm Interior point algorithm Barrier function Box method Polynomial-time algorithm


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