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