An infeasible-interior-point potential-reduction algorithm for linear programming
Author(s) -
Reha Tütüncü
Publication year - 1999
Publication title -
mathematical programming
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.358
H-Index - 131
eISSN - 1436-4646
pISSN - 0025-5610
DOI - 10.1007/s101070050091
Subject(s) - interior point method , mathematics , reduction (mathematics) , linear programming , algorithm , point (geometry) , mathematical optimization , numerical analysis , linear complementarity problem , nonlinear system , geometry , mathematical analysis , physics , quantum mechanics
This paper studies a new potential-function and an infeasible-interior-pointmethod based on this function for the solution of linear programming problems.This work is motivated by the apparent gap between the algorithmswith the best worst-case complexity and their most successful implementations.For example, analyses of the algorithms are usually carried out byimposing several regularity assumptions on the problem, but implementationscan solve problems which do not satisfy these...
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