Year: 1987
Journal of Computational Mathematics, Vol. 5 (1987), Iss. 3 : pp. 264–271
Abstract
This paper presents sufficient conditions for optimality of the Linear programming (LP) problem in the neighborhood of an optimal solution, and applies them to an interior point method for solving the LP problem. We show that after a finite number of iterations, an exact solution to the LP problem is obtained by solving a linear system of equations under the assumptions that the primal and dual problems are both nondegenerate, and that the minimum value is bounded. If necessary, the dual solution can also be found.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/1987-JCM-9549
Journal of Computational Mathematics, Vol. 5 (1987), Iss. 3 : pp. 264–271
Published online: 1987-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 8