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
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© Kluwer Academic Publishers 1994