Let K be a polytope in Rn defined by m linear inequalities. We give a new Markov Chain algorithm to draw a nearly uniform sample from K. The underlying Markov Chain is the first t...
In this paper we briefly review the importance of LP (linear programming), and Dantzig's main contributions to OR (Operations Research), mathematics, and computer science. In...
Abstract. Despite the efficiency shown by interior-point methods in large-scale linear programming, they usually perform poorly when applied to multicommodity flow problems. The ne...
Abstract-- Interior-point algorithms constitute a very interesting class of algorithms for solving linear-programming problems. In this paper we study efficient implementations of ...
There has been a great deal of success in the last twenty years with the use of cutting plane algorithms to solve specialized integer programming problems. Generally, these algori...