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A variation on the interior point method for linear programming using the continued iteration

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Abstract

In this paper, we present a proposal for a variation of the predictor–corrector interior point method with multiple centrality corrections. The new method uses the continued iteration to compute a new search direction for the predictor corrector method. The purpose of incorporating the continued iteration is to reduce the overall computational cost required to solve a linear programming problem. The computational results constitute evidence of the improvement obtained with the use of this technique combined with the interior point method.

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Notes

  1. http://www.netlib.org/lp/data/.

  2. http://www.sztaki.hu/meszaros/puplic-ftp/lptestset.

  3. http://www.plato.asu.edu/ftp/lptestset.

References

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Acknowledgments

This research was sponsored by the Brazilian Agencies FAPESP and CNPq.

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Authors and Affiliations

  1. Federal University of Mato Grosso do Sul, Mato Grosso do Sul, Brazil

    Lilian F. Berti

  2. University of Campinas, São Paulo, Brazil

    Aurelio R. L. Oliveira & Carla T. L. S. Ghidini

Authors
  1. Lilian F. Berti
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  2. Aurelio R. L. Oliveira
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  3. Carla T. L. S. Ghidini
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Correspondence to Lilian F. Berti.

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Berti, L.F., Oliveira, A.R.L. & Ghidini, C.T.L.S. A variation on the interior point method for linear programming using the continued iteration. Math Meth Oper Res 85, 61–75 (2017). https://doi.org/10.1007/s00186-016-0558-9

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  • DOI: https://doi.org/10.1007/s00186-016-0558-9

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