An Interior Point Method for Linear Programming

An Interior Point Method for Linear Programming

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

Keywords: