Interior point methods for linear programming: Just call Newton, Lagrange, and Fiacco and McCormick!

Interior point methods for linear programming: Just call Newton, Lagrange, and Fiacco and McCormick!

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Article ID: iaor1991297
Country: United States
Volume: 20
Issue: 4
Start Page Number: 105
End Page Number: 116
Publication Date: Jul 1990
Journal: Interfaces
Authors: , , , ,
Keywords: education
Abstract:

Interior point methods are the right way to solve large linear programs. They are also much easier to derive, motivate, and understand than they at first appeared. Lagrange told us how to convert a minimization with equality constraints into a unconstrained minimization. Fiacco and McCormick told us how to convert a minimization with inequality constraints into a sequence of unconstrained minimizations. Newton told us how to solve unconstrained minimizations. Linear programs are minimizations with equations and inequalities. Voila!

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