Pivot versus interior point methods: Pros and cons

Pivot versus interior point methods: Pros and cons

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Article ID: iaor20031620
Country: Netherlands
Volume: 140
Issue: 2
Start Page Number: 170
End Page Number: 190
Publication Date: Jul 2002
Journal: European Journal of Operational Research
Authors: ,
Keywords: interior point methods, duality
Abstract:

Linear optimization (LO) is the fundamental problem of mathematical optimization. It admits an enormous number of applications in economics, engineering, science and many other fields. The three most significant classes of algorithms for solving LO problems are: pivot, ellipsoid and interior point methods. Because ellipsoid methods are not efficient in practice we will concentrate on the computationally successful simplex and primal–dual interior point methods only, and summarize the pros and cons of these algorithm classes.

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