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The Central Path

Robert J. Vanderbei
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Robert J. Vanderbei: Princeton University

Chapter Chapter 17 in Linear Programming, 2014, pp 257-268 from Springer

Abstract: Abstract In this chapter, we begin our study of an alternative to the simplex method for solving linear programming problems. The algorithm we are going to introduce is called a path-following method. It belongs to a class of methods called interior-point methods. The path-following method seems to be the simplest and most natural of all the methods in this class, so in this book we focus primarily on it.

Keywords: Barrier Function; Linear Programming Problem; Central Path; Basic Feasible Solution; Minus Infinity (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-1-4614-7630-6_17

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DOI: 10.1007/978-1-4614-7630-6_17

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