A variation on the interior point method for linear programming using the continued iteration

Lilian F. Berti (), Aurelio R. L. Oliveira () and Carla T. L. S. Ghidini ()
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Lilian F. Berti: Federal University of Mato Grosso do Sul
Aurelio R. L. Oliveira: University of Campinas
Carla T. L. S. Ghidini: University of Campinas

Mathematical Methods of Operations Research, 2017, vol. 85, issue 1, No 5, 75 pages

Abstract: Abstract In this paper, we present a proposal for a variation of the predictor–corrector interior point method with multiple centrality corrections. The new method uses the continued iteration to compute a new search direction for the predictor corrector method. The purpose of incorporating the continued iteration is to reduce the overall computational cost required to solve a linear programming problem. The computational results constitute evidence of the improvement obtained with the use of this technique combined with the interior point method.

Keywords: Linear programming; Interior point methods; Continued iteration; Continuous optimization (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s00186-016-0558-9

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