A unified view of interior point methods for linear programming
After Karmarkar's publication of a polynomial time algorithm to solve linear programming problems various interior point methods were presented by a number of researchers. These methods include primal and dual projective methods, affine methods, and methods based on the method of centers. In this paper the authors show that all the above methods are simple variants of the logarithmic barrier method applied to the primal, dual, or primal and dual problem together. In particular, they indicate that Karmarkar's algorithm is equivalent to a classical logarithmic barrier method applied to a problem in standard form.
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- A variant of Karmarkar's linear programming algorithm for problems in standard form
- A variation on Karmarkar’s algorithm for solving linear programming problems
- An extension of Karmarkar's algorithm for linear programming using dual variables
- An Implementation of a Primal-Dual Interior Point Method for Linear Programming
- An implementation of Karmarkar's algorithm for linear programming
- Boundary Behavior of Interior Point Algorithms in Linear Programming
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- On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
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- Unified complexity analysis for Newton LP methods
- A polynomial method of approximate centers for linear programming
- A unified approach to interior point algorithms for linear complementary problems
- A branch bound method for subset sum problem
- Piecewise linear programming via interior points
- Efficient solution of two-stage stochastic linear programs using interior point methods
- A robust and efficient proposal for solving linear systems arising in interior-point methods for linear programming
- On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
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