| 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.