Interior-Point Method

Ping-Qi Pan
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Ping-Qi Pan: Southeast University, Department of Mathematics

Chapter Chapter 9 in Linear Programming Computation, 2014, pp 239-273 from Springer

Abstract: Abstract As was known, the simplex method moves on the underlying polyhedron, from vertex to adjacent vertex along descent edges, until an optimal vertex is reached, or unboundedness of the problem is detected. Nevertheless, it would go through an exponential number of vertices of the polyhedron (Sect. 3.8), and even stall at a vertex forever because of cycling along degenerate edges (Sect. 3.6).

Keywords: Interior-point Methods; Karmarkar's Algorithm; Affine Algorithm; Primal-dual Predictor-corrector Method; Newton Direction (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/978-3-642-40754-3_9

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