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Karmarkar's algorithm is an algorithm introduced by Narendra Karmarkar in 1984 for solving linear programming problems. It was the first reasonably efficient algorithm that solves these problems in polynomial time. The ellipsoid method is also polynomial time but proved to be inefficient in practice.

Where n is the number of variables and L is the number of bits of input to the algorithm, Karmarkar's algorithm requires O(n^3.5L) operations on O(L) digit numbers, as compared to O(n⁶L) such operations for the ellipsoid algorithm. The runtime of Karmarkar's algorithm is O(n^3.5L²lnLlnlnL). (see Big O notation)

Karmarkar's algorithm falls within the class of interior point methods: the current guess for the solution does not follow the boundary of the feasible set as in the simplex method, but it moves through the interior of the feasible region and reaches the optimal solution only asympotically.

Consider a Linear Programming problem in matrix form:

The algorithm determines the next feasible direction toward optimality and scales back by a factor 0 ≤ γ ≤ 1.

Karmarkar's algorithm is rather complicated. A simplified version, called the affine-scaling method, proposed and analyzed by others, can be described succinctly as follows. Note that the affine-scaling algorithm, while efficient in practice, is not a polynomial time algorithm.

Algorithm Affine-Scaling
  Input:  A, b, c, x0, stopping criterion, γ.

  
  do while stopping criterion not satisfied
     
     
     
     
     if  then
        return unbounded
     end if
     
     
     
  end do

Example solution

Consider the linear program

maximize		x1	+	x2
subject to		2px1	+	x2	p2 + 1,

That is, there are 2 variables x₁,x₂ and 11 constraints associated with varying values of p. This figure shows each iteration of the algorithm as red circle points. The constraints are shown as blue lines.

• Ilan Adler, Narendra Karmarkar, Mauricio G.C. Resende and Geraldo Veiga (1989). "An Implementation of Karmarkar's Algorithm for Linear Programming". Mathematical Programming, Vol 44, p. 297–335.
• Narendra Karmarkar (1984). "A New Polynomial Time Algorithm for Linear Programming", Combinatorica, Vol 4, nr. 4, p. 373–395.