Journal of Optimization Theory and Applications

, Volume 91, Issue 3, pp 561–583 | Cite as

An exterior-point method for linear programming problems

  • J. F. Andrus
  • M. R. Schaferkotter
Contributed Papers


This paper proves the convergence of an algorithm for solving linear programming problems inO(mn2) arithmetic operations. The method is called an exterior-point procedure, because it obtains a sequence of approximations falling outside the setU of feasible solutions. Each iteration consists of a single step within some constraining hyperplane, followed by one or more projections which force the new approximation to fall within some envelope aboutU. The paper also discusses several numerical applications. In some types of problems, the method is considerably faster than a standard simplex method program when the size of the problem is sufficiently large.

Key Words

Linear programming polynomial time algorithms 


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Copyright information

© Plenum Publishing Corporation 1996

Authors and Affiliations

  • J. F. Andrus
    • 1
  • M. R. Schaferkotter
    • 1
  1. 1.Department of MathematicsUniversity of New OrleansNew Orleans

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