Volume 19, Issue 1
A Scaled Central Path for Linear Programming

Ya Xiang Yuan

J. Comp. Math., 19 (2001), pp. 35-40

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  • Abstract

Interior point methods are very efficient methods for solving large scale linear programming problems.The central path plays a very important role in interior point methods. In this paper we propose a new central path, which scales the variables. Thus it has the advantage of forcing the path to have roughly the same distance from each active constraint boundary near the solution.

  • History

Published online: 2001-02

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