The theory of linear programming:skew symmetric self-dual problems and the central path*

DOI10.1080/02331939408843952zbMath0820.90067OpenAlexW2059202085MaRDI QIDQ4764897

Benjamin Jansen, Cornelis Roos, Tamás Terlaky

Publication date: 20 April 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939408843952

zbMATH Keywords

interior point methodscomplementaritystrong dualityFarkas Lemmalogarithmic barrier problemskew symmetric self-dual linear program

Mathematics Subject Classification ID

Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (13)

Full Nesterov-Todd step feasible interior-point algorithm for symmetric cone horizontal linear complementarity problem based on a positive-asymptotic barrier function ⋮ The practical behavior of the homogeneous self-dual formulations in interior point methods ⋮ Initialization in semidefinite programming via a self-dual skew-symmetric embedding ⋮ Finding a maximal element of a non-negative convex set through its characteristic cone: an application to finding a strictly complementary solution ⋮ Probability Distributions on Partially Ordered Sets and Network Interdiction Games ⋮ Primal-dual target-following algorithms for linear programming ⋮ Consistency, redundancy, and implied equalities in linear systems ⋮ A new long-step interior point algorithm for linear programming based on the algebraic equivalent transformation ⋮ Interior Point Methods for Nonlinear Optimization ⋮ An easy way to teach interior-point methods. ⋮ New method for determining search directions for interior-point algorithms in linear optimization ⋮ Polynomial primal-dual cone affine scaling for semidefinite programming ⋮ Improved complexity analysis of full Nesterov-Todd step interior-point methods for semidefinite optimization

Cites Work

• A new polynomial-time algorithm for linear programming
• A convergent criss-cross method
• An Implementation of a Primal-Dual Interior Point Method for Linear Programming
• Convex Analysis
• Duality Theory of Linear Programs: A Constructive Approach with Applications
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