A Path-Following Method

Robert J. Vanderbei
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Robert J. Vanderbei: Princeton University

Chapter Chapter 18 in Linear Programming, 2008, pp 303-318 from Springer

Abstract: Abstract In this chapter, we define an interior-point method for linear programming that is called a path-following method. Recall that for the simplex method we required a two-phase solution procedure. The path-following method is a one-phase method. This means that the method can begin from a point that is neither primal nor dual feasible and it will proceed from there directly to the optimal solution.

Keywords: Simplex Method; Linear Complementarity Problem; Central Path; Step Direction; Primal Feasibility (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/978-0-387-74388-2_18

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