A monotonic projective algorithm for fractional linear programming |
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Authors: | Kurt M. Anstreicher |
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Affiliation: | (1) Yale School of Management, Box 1A, 06520 New Haven, CT, USA |
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Abstract: | We demonstrate that Karmarkar's projective algorithm is fundamentally an algorithm for fractional linear programming on the simplex. Convergence for the latter problem is established assuming only an initial lower bound on the optimal objective value. We also show that the algorithm can be easily modified so as to assure monotonicity of the true objective values, while retaining all global convergence properties. Finally, we show how the monotonic algorithm can be used to obtain an initial lower bound when none is otherwise available. |
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Keywords: | Linear programming Fractional linear programming Karmarkar's algorithm Projective algorithm |
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