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: | Fang Shu-Cherng, Hwang Tsung-Min, Lin Chih-Hung, Lin Wen-Wei |
Keywords: | interior point methods |
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.