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Interior Point Methods for LP

  • Katta G. Murty
Chapter
Part of the International Series in Operations Research & Management Science book series (ISOR, volume 137)

Abstract

In a linear program, typically there are inequality constraints, and equality constraints, on the variables. In LP literature, a feasible solution is known as a:

  • boundary feasible solution: if it satisfies at least one inequality constraint in the problem as an equation;

  • interior feasible solution: if it satisfies all inequality constraints in the problem as strict inequalities.

Methods for solving LPs which move along boundary feasible solutions are called boundary point methods; and those that move only among interior feasible solutions are called interior point methods.

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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.Dept. Industrial and Operations EngineeringUniversity of MichiganAnn ArborUSA
  2. 2.Systems Engineering DepartmentKing Fahd University of Petroleum and MineralsDhahranSaudi Arabia

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