Skip to main content
Log in

Some remarks on Karmarkar's potential function

  • Research Papers
  • Published:
aequationes mathematicae Aims and scope Submit manuscript

Summary

The main objective of this paper is to clarify the role of the potential function in the projective algorithm and to determine all other admissible potential functions from some reasonable axioms. In particular, it is shown that there is only one “natural” choice of potential function, namely the ratio of the objective function and the geometric mean as a scaling function. In addition, it is shown that the geometric mean has the smallest distortion over possible asymmetrical scaling functions. This result is obtained through the development of a functional equation characterizing possible scaling functions and applying a key lemma utilized by Blair, Padberg and Schrijver in simplifying Karmarkar's analysis of the projective algorithm.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Aczél, J. [1966],Lectures on functional equations and their applications. Chapters 3 and 5, Academic Press, New York, London.

    Google Scholar 

  • Anstreicher, K. [1985],Analysis of a modified Karmarkar algorithm. Yale University, Preprint, School of Organization and Management. AlsoA monotonic projective algorithm for fractional linear programming, Algorithmica1 (1986), 483–498.

  • Bellman, R. andBeckenbach, E. F. [1961],Inequalities. Springer, Berlin.

    Google Scholar 

  • Blair, C. [1985],The iterative step in the linear programming algorithm of N. Karmarkar. University of Illinois, Department of Business Administration, Faculty Working Paper No. 1114, February. Also appearing in Algorithmica1, (1986), 537–539.

  • Borwein, J., Styan, G. andWolkowicz, H. [1982],Some inequalities involving statistical expressions (solution of a problem of H. Foster). SIAM Rev.24, 340–342.

    Google Scholar 

  • Busemann, H. andKelly, P. J. [1953],Projective geometry and projective metrics. Academic Press, New York.

    Google Scholar 

  • Karmarkar, N. [1984],A new polynomial-time alogorithm for linear programming. Combinatorica4, 373–395

    Google Scholar 

  • Levy, H. [1961],Projective and related geometries. MacMillan Company, New York.

    Google Scholar 

  • Lustig, I. J. [1985],A practical approach to Karmarkar's algorithm. Stanford University, Department of Operations Research, Technical Report Sol 85–5, June.

  • Padberg, M. [1986],A different convergence proof of the projective method of linear programming. Oper. Res. Lett.4, 253–257.

    Google Scholar 

  • Schrijver, A. [1986],Theory of linear and integer programming. Wiley-Interscience, New York.

    Google Scholar 

  • Smale, S. [1983],On the average number of steps of the simplex method of linear programming. Math. Programming27, 241–263.

    Google Scholar 

  • Tomlin, J. A. [1985],An experimental approach to Karmarkar's projective method for linear programming. Ketron, Inc., Mountain View, California.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Diderrich, G.T. Some remarks on Karmarkar's potential function. Aeq. Math. 36, 57–75 (1988). https://doi.org/10.1007/BF01837971

Download citation

  • Received:

  • Accepted:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01837971

AMS (1980) subject classification

Navigation