Article ID: | iaor1993736 |
Country: | Netherlands |
Volume: | 54 |
Issue: | 2 |
Start Page Number: | 295 |
End Page Number: | 305 |
Publication Date: | Mar 1992 |
Journal: | Mathematical Programming (Series A) |
Authors: | Roos C., Vial J.-Ph. |
The authors present a path-following algorithm for the linear programming problem with a surprisingly simple and elegant proof of its polynomial behaviour. This is done both for the problem in standard form and for its dual problem. The authors also discuss some implementation strategies.