| Article ID: | iaor20003757 |
| Country: | Netherlands |
| Volume: | 14 |
| Issue: | 3 |
| Start Page Number: | 331 |
| End Page Number: | 346 |
| Publication Date: | Nov 1999 |
| Journal: | Computational Optimization and Applications |
| Authors: | Kovaevi-Vuji Vera V., Asic Miroslav, D. |
| Keywords: | interior point methods |
The paper studies numerical stability problems arising in the application of interior-point methods to primal degenerate linear programs. A stabilization procedure based on Gaussian elimination is proposed and it is shown that it stabilizes all path following methods, original and modified Dikin's method, Karmarkar's method, etc.