A Scaled Central Path for Linear Programming

A Scaled Central Path for Linear Programming

Year:    2001

Author:    Ya-Xiang Yuan

Journal of Computational Mathematics, Vol. 19 (2001), Iss. 1 : pp. 35–40

Abstract

Interior point methods are very efficient methods for solving large scale linear programming problems. The central path plays a very important role in interior point methods. In this paper we propose a new central path, which scales the variables. Thus it has the advantage of forcing the path to have roughly the same distance from each active constraint boundary near the solution.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2001-JCM-8955

Journal of Computational Mathematics, Vol. 19 (2001), Iss. 1 : pp. 35–40

Published online:    2001-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    6

Keywords:    Central path Interior point methods Linear programming.

Author Details

Ya-Xiang Yuan