Finding an interior point in the optimal face of linear programs

Finding an interior point in the optimal face of linear programs

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Article ID: iaor19951878
Country: Netherlands
Volume: 62
Issue: 3
Start Page Number: 497
End Page Number: 515
Publication Date: Dec 1993
Journal: Mathematical Programming (Series A)
Authors: ,
Keywords: interior point methods
Abstract:

The authors study the problem of finding a point in the relative interior of the optimal face of a linear program. They prove that in the worst case such a point can be obtained in O(n3L) arithmetic operations. This complexity is the same as the complexity for solving a linear program. The authors also show how to find such a point in practice. They report and discuss computational results obtained for the linear programming problems in the NETLIB test set.

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