On finding a vertex solution using interior point methods

DOI10.1016/0024-3795(91)90277-4zbMath0737.65050MaRDI QIDQ1174841

Sanjay Mehrotra

Publication date: 25 June 1992

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(91)90277-4

zbMATH Keywords

linear programming; simplex method; primal-dual interior-point method; controlled random perturbation; perturbed linear program; vertex solution

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C05: Linear programming

Related Items

On the finite convergence of interior-point algorithms for linear programming, Postponing the choice of the barrier parameter in Mehrotra-type predictor-corrector algorithms, Selected bibliography on degeneracy, Degeneracy in interior point methods for linear programming: A survey, Primal-dual interior point approach for computing \(l_ 1\)-solutions and \(l_ \infty\)-solutions of overdetermined linear systems, Solving symmetric indefinite systems in an interior-point method for linear programming, Recovering an optimal LP basis from an interior point solution, Asymptotic convergence in a generalized predictor-corrector method, Symmetric indefinite systems for interior point methods, Multiple centrality corrections in a primal-dual method for linear programming, A finite termination Mehrotra-type predictor-corrector algorithm, Mehrotra-type predictor-corrector algorithm revisited

Uses Software

• NETLIB LP Test Set

Cites Work

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• An implementation of Karmarkar's algorithm for linear programming
• On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
• On the Implementation of a Primal-Dual Interior Point Method
• An Implementation of a Primal-Dual Interior Point Method for Linear Programming
• Implementation of a Dual Affine Interior Point Algorithm for Linear Programming
• Further Development of a Primal-Dual Interior Point Method
• Implementations of Affine Scaling Methods: Approximate Solutions of Systems of Linear Equations Using Preconditioned Conjugate Gradient Methods
• A Self-Correcting Version of Karmarkar’s Algorithm