A relaxed primal-dual path-following algorithm for linear programming

A relaxed primal-dual path-following algorithm for linear programming

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Article ID: iaor19971551
Country: Netherlands
Volume: 62
Issue: 1
Start Page Number: 173
End Page Number: 196
Publication Date: Mar 1996
Journal: Annals of Operations Research
Authors: , , ,
Keywords: interior point methods
Abstract:

In this paper the authors provide an easily satisfied relaxation condition for the primal-dual interior path-following algorithm to solve linear programming problems. It is shown that the relaxed algorithm preserves the property of polynomial-time convergence. The computational results obtained by implementing two versions of the relaxed algorithm with slight modifications clearly demonstrate the potential in reducing computational efforts.

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