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: | Vial J.-P. |
Keywords: | interior point methods |
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.