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Feasibility issues in a primal-dual interior-point method for linear programming. (English) Zbl 0726.90050
The author proposes a new method (based on the generic primal-dual algorithm) for obtaining an initial feasible interior-point solution to a linear program which avoids the use of a “big-\({\mathcal M}''\).
Reviewer: J.Rohn (Praha)

90C05 Linear programming
90-08 Computational methods for problems pertaining to operations research and mathematical programming
65K05 Numerical mathematical programming methods
MINOS; symrcm
Full Text: DOI
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