Implementation Issues

  • Robert J. Vanderbei
Part of the International Series in Operations Research & Management Science book series (ISOR, volume 37)


In this chapter, we discuss implementation issues that arise in connection with the path-following method.


Diagonal Element Implementation Issue Elimination Process Central Path Positive Definite Matrice 
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  1. Most implementations of interior-point methods assume the problem to be formulated with equality constraints. In this formulation, Lustig et al. (1994) give a good overview of the performance of interior-point algorithms compared with the simplex method.Google Scholar
  2. The suggestion that it is better to solve equations in the KKT form instead of normal form was offered independently by a number of researchers (Gill et al. 1992, Turner 1991, Fourer & Mehrotra 1991, Vanderbei & Carpenter 1993).Google Scholar
  3. The advantages of the primal—dual symmetric formulation were first reported in Vanderbei (1994). The basic properties of quasidefinite matrices were first given in Vanderbei (1995).Google Scholar

Copyright information

© Robert J. Vanderbei 2001

Authors and Affiliations

  • Robert J. Vanderbei
    • 1
  1. 1.Dept. of Operations Research & Financial EngineeringPrinceton UniversityUSA

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