A unified view of interior point methods for linear programming
From MaRDI portal
Publication:803041
DOI10.1007/BF02023048zbMath0726.90049MaRDI QIDQ803041
Ansuman Bagchi, David F. Shanno
Publication date: 1990
Published in: Annals of Operations Research (Search for Journal in Brave)
Linear programming (90C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Related Items (3)
A branch bound method for subset sum problem ⋮ Efficient solution of two-stage stochastic linear programs using interior point methods ⋮ Piecewise linear programming via interior points
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A modification of Karmarkar's linear programming algorithm
- A new polynomial-time algorithm for linear programming
- Introduction: New approaches to linear programming
- An extension of Karmarkar's algorithm for linear programming using dual variables
- A multiplicative barrier function method for linear programming
- A polynomial-time algorithm, based on Newton's method, for linear programming
- Interior path following primal-dual algorithms. I: Linear programming
- An implementation of Karmarkar's algorithm for linear programming
- Search directions for interior linear-programming methods
- On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
- A variation on Karmarkar’s algorithm for solving linear programming problems
- A variant of Karmarkar's linear programming algorithm for problems in standard form
- Boundary Behavior of Interior Point Algorithms in Linear Programming
- An Implementation of a Primal-Dual Interior Point Method for Linear Programming
This page was built for publication: A unified view of interior point methods for linear programming