Article ID: | iaor1993738 |
Country: | Netherlands |
Volume: | 11 |
Issue: | 4 |
Start Page Number: | 195 |
End Page Number: | 198 |
Publication Date: | May 1992 |
Journal: | Operations Research Letters |
Authors: | Birge John R., Freund Robert M., Vanderbei Robert |
Keywords: | interior point methods |
The efficiency of interior-point algorithms for linear programming is related to the effort required to factorize the matrix used to solve for the search direction at each iteration. When the linear program is in symmetric form (i.e., the constraints are