Further Development of a Primal-Dual Interior Point Method
In Chan Choi, Clyde L. Monma, David F. Shanno
ORSA Journal on Computing · 1990 · Volume 2 · Issue 4
Abstract
The paper continues the development of a primal-dual interior point algorithm for linear programming. The topics studied include simple bounds on primal variables, incorporation of Lustig's phase 1 algorithm and the use of Schur complements to handle dense columns. Extensive numerical results demonstrate the efficiency of the resulting algorithm. INFORMS Journal on Computing , ISSN 1091-9856, was published as ORSA Journal on Computing from 1989 to 1995 under ISSN 0899-1499.
Keywords
programming: linear algorithms, linear large scale systems
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