Interior Point Methods for LP

Katta G. Murty ()
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Katta G. Murty: University of Michigan

Chapter Chapter 7 in Optimization for Decision Making, 2010, pp 393-416 from Springer

Abstract: Abstract In a linear program, typically there are inequality constraints, and equality constraints, on the variables. In LP literature, a feasible solution is known as a: boundary feasible solution: if it satisfies at least one inequality constraint in the problem as an equation; interior feasible solution: if it satisfies all inequality constraints in the problem as strict inequalities. Methods for solving LPs which move along boundary feasible solutions are called boundary point methods; and those that move only among interior feasible solutions are called interior point methods.

Keywords: Interior Point Methods (IPMs); Interior Feasible Solution; Affine Scaling Method; Modified Newton Direction; Optimal Face (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/978-1-4419-1291-6_7

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