Interior Point Methods for LP
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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