Further development of a primal-dual interior point method. (English) Zbl 0757.90051

Choi, In Chan; Monma, Clyde L.; Shanno, David F.

ORSA J. Comput. 2, No. 4, 304-311 (1990).

Summary: The paper continues the development of a primal-dual interior point algorithm for linear programming. The topics studied include simple bounds on primal variables, incorporation of Lustig’s phase 1 algorithm [see I. J. Lustig, Math. Program., Ser. A 49, No. 2, 145-162 (1990; Zbl 0726.90050)] and the use of Schur complements to handle dense columns. Extensive numerical results demonstrate the efficiency of the resulting algorithm.

MSC:

90C05	Linear programming
90-08	Computational methods for problems pertaining to operations research and mathematical programming

Keywords:

primal-dual interior point algorithm

Citations:

Zbl 0726.90050