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Proximate linear programming: A variable extreme point method

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Abstract

The method of proximate linear programming is relevant for problems in which exact solutions are not required. The method is an edge following algorithm which allows for larger than usual steps by examining basic rather than basic feasible solutions. The algorithm is presented along with computational comparisons with the ordinary simplex method. The relative performance of the new method is most dramatic for problems with dense positive matrices. An extension is proposed for large scale problems with sparse matrices.

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Authors and Affiliations

  1. University of North Carolina, Chapel Hill, N. Car., USA

    F. J. Gould

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  1. F. J. Gould
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Additional information

This work was supported by the Office of Naval Research, Contract No. N00014-67-A-0321-0003 (NR-047-095).

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Gould, F.J. Proximate linear programming: A variable extreme point method. Mathematical Programming 3, 326–338 (1972). https://doi.org/10.1007/BF01585005

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  • DOI: https://doi.org/10.1007/BF01585005

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