On the finite convergence of interior-point algorithms for linear programming (Q687096)
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English | On the finite convergence of interior-point algorithms for linear programming |
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On the finite convergence of interior-point algorithms for linear programming (English)
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20 December 1993
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For a linear program a polynomial-time interior point algorithm is suggested, which generates an exact optimal solution on the optimal face in combination with a test projection procedure. Computational results are also reported. The concept of projecting an interior point into the optimal face is vital and very useful also for other algorithms.
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polynomial-time interior point algorithm
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test projection procedure
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