IDEAS home Printed from https://ideas.repec.org/a/inm/ormnsc/v34y1988i12p1472-1479.html
   My bibliography  Save this article

Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming

Author

Listed:
  • John R. Birge

    (Department of Industrial and Operations Engineering, University of Michigan, Ann Arbor, Michigan 48109)

  • Liqun Qi

    (Department of Industrial Engineering, University of Wisconsin, Madison, Wisconsin 53706)

Abstract

We present a variant of Karmarkar's algorithm for block-angular structured linear programs, such as stochastic linear programs. By computing the projection efficiently, we give a worst-case bound on the order of the running time that can be an order of magnitude better than that of Karmarkar's standard algorithm. Further implications for approximations and very large-scale problems are given.

Suggested Citation

  • John R. Birge & Liqun Qi, 1988. "Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming," Management Science, INFORMS, vol. 34(12), pages 1472-1479, December.
    • Handle: RePEc:inm:ormnsc:v:34:y:1988:i:12:p:1472-1479
    DOI: 10.1287/mnsc.34.12.1472
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/mnsc.34.12.1472
    Download Restriction: no
    File URL: https://libkey.io/10.1287/mnsc.34.12.1472?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:ormnsc:v:34:y:1988:i:12:p:1472-1479. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.