Year: 1987
Journal of Computational Mathematics, Vol. 5 (1987), Iss. 4 : pp. 342–351
Abstract
In this paper we present an interior point method which solves a linear programming problem by using an affine transformation. We prove under certain assumptions that the algorithm converges to an optimal solution even if the dual problem is degenerate as long as the prime is bounded, or to a ray direction if the optimal value of the objective function is unbounded.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/1987-JCM-9558
Journal of Computational Mathematics, Vol. 5 (1987), Iss. 4 : pp. 342–351
Published online: 1987-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 10