feasibility problem

Anstreicher-Terlaky type monotonic simplex algorithms for linear feasibility problems

  • Zsolt Csizmadia
  • Tibor Illés
  • Bilen Filiz
    • Categories Linear Programming, Linear, Cone and Semidefinite Programming Tags , , ,

    We define a variant of Anstreicher and Terlaky’s (1994) monotonic build-up (MBU) simplex algorithm for linear feasibility problems. Under a nondegeneracy assumption weaker than the normal one, the complexity of the algorithm can be given by $m\Delta$, where $\Delta$ is a constant determined by the input data of the problem and $m$ is the number … Read more

    An analytic center cutting plane approach for conic programming

  • Vasile L. Basescu
  • John E. Mitchell
    • Categories Convex Optimization, Linear, Cone and Semidefinite Programming Tags , , , ,

    We analyze the problem of finding a point strictly interior to a bounded, fully dimensional set from a finite dimensional Hilbert space. We generalize the results obtained for the LP, SDP and SOCP cases. The cuts added by our algorithm are central and conic. In our analysis, we find an upper bound for the number … Read more