Abstract
The paper studies numerical stability problems arising in the application of interior-point methods to primal degenerate linear programs. A stabilization procedure based on Gaussian elimination is proposed and it is shown that it stabilizes all path following methods, original and modified Dikin's method, Karmarkar's method, etc.
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Kovacevic-Vujcic, V.V., Asic, M.D. Stabilization of Interior-Point Methods for Linear Programming. Computational Optimization and Applications 14, 331–346 (1999). https://doi.org/10.1023/A:1026452506999
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DOI: https://doi.org/10.1023/A:1026452506999