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A Path-Following Method

Robert J. Vanderbei
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Robert J. Vanderbei: Princeton University

Chapter Chapter 18 in Linear Programming, 2020, pp 309-324 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.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-3-030-39415-8_18

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DOI: 10.1007/978-3-030-39415-8_18

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