João Gonçalves (Lehigh University, USA)

On improving the von Neumann algorithm for linear programming
Wednesday 5 March 2003 at 15.30, JCMB 5327


In this talk, we discuss the von Neumann algorithm for linear programming. In particular, we analyze the convergence of the algorithm and provide some insights about the reasons for its slow convergence. We then present new algorithmic ideas that aim at accelerating the convergence of the von Neumann algorithm. We also show how to reduce any linear programming problem to the "standard" form of the von Neumann algorithm. Finally, we present numerical results on linear programming problems from the netlib library that show the improvements obtained by the algorithms proposed over the von Neumann algorithm.

Seminars by year

Current 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996