Journal of Optimization Theory and Applications

, Volume 74, Issue 3, pp 425–444 | Cite as

Interior proximal point algorithm for linear programs

  • R. Setiono
Contributed Papers

Abstract

An interior proximal point algorithm for finding a solution of a linear program is presented. The distinguishing feature of this algorithm is the addition of a quadratic proximal term to the linear objective function. This perturbation has allowed us to obtain solutions with better feasibility. Implementation of this algorithm shows that the algorithms. We also establish global convergence and local linear convergence of the algorithm.

Key Words

Linear programming interior point method proximal point method Newton method 
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Copyright information

© Plenum Publishing Corporation 1992

Authors and Affiliations

  • R. Setiono
    • 1
  1. 1.Department of Information Systems and Computer ScienceNational University of SingaporeSingaporeRepublic of Singapore

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