Interior point algorithms for linear programming with inequality constraints

Interior point algorithms for linear programming with inequality constraints

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Article ID: iaor1992694
Country: Netherlands
Volume: 52
Issue: 2
Start Page Number: 209
End Page Number: 225
Publication Date: Aug 1991
Journal: Mathematical Programming
Authors:
Abstract:

Interior methods for linear programming were designed mainly for problems formulated with equality constraints and non-negative variables. The formulation with inequality constraints has been shown to be very convenient for practical implementations, and the translation of methods designed for one formulation into the other is not trivial. This paper relates the geometric features of both representations, shows how to transport data and procedures between them and shows how cones and conical projections can be associated with inequality constraints.

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