Algorithms for Continuous Optimization pp 415-434 | Cite as

# Infeasible Interior Point Methods for Solving Linear Programs

Chapter

## Abstract

Interior point methods that follow the primal-dual central path of a dual pair of linear programs (*P* _{0}), (*D* _{0}) require that these problems are strictly feasible. To get around this difficulty, one technique is to embed (*P* _{0}), (*D* _{0}) into a family of suitably perturbed strictly feasible linear programs (*P* _{r}), (*D* _{r}), *r* > 0

## Keywords

Feasible Solution Interior Point Method Central Path Corrector Step Quadratic Convergence
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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© Kluwer Academic Publishers 1994