A path-following version of the Todd–Burrell procedure for linear progamming

A path-following version of the Todd–Burrell procedure for linear progamming

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Article ID: iaor19983024
Country: Germany
Volume: 46
Issue: 2
Start Page Number: 153
End Page Number: 167
Publication Date: Jan 1997
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors:
Keywords: interior point methods
Abstract:

We propose a path-following version of the Todd–Burrell procedure to solve linear programming problems with an unknown optimal value. The path-following scheme is not restricted to Karmarkar's primal step; it can also be implemented with a dual Newton step or with a primal–dual step.

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