On Effectively Computing the Analytic Center of the Solution Set by Primal-Dual Interior-Point Methods
RICE UNIV HOUSTON TX DEPT OF COMPUTATIONAL AND APPLIED MATHEMATICS
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The computation of the analytic center of the solution set can be important in linear programming applications where it is desirable to obtain a solution that is not near the relative boundary of the solution set. In this work we discuss the effective computation of the analytic center solution by the use of primal-dual interior-point methods. A primal-dual interior-point algorithm designed for effectively computing the analytic center solution is proposed and theory and numerical results are presented.
- Theoretical Mathematics
- Computer Programming and Software