Report icon

Report

Finding a point in the relative interior of a polyhedron

Abstract:

A new initialization or `Phase I' strategy for feasible interior point methods for linear programming is proposed that computes a point on the primal-dual central path associated with the linear program. Provided there exist primal-dual strictly feasible points - an all-pervasive assumption in interior point method theory that implies the existence of the central path - our initial method (Algorithm 1) is globally Q-linearly and asymptotically Q-quadratically convergent, with a provable worst...

Expand abstract

Actions


Access Document


Files:

Authors


Publication date:
2007-02-05
URN:
uuid:cc91bae2-2b8d-48d6-be48-9e6a0fa5f9a9
Local pid:
oai:eprints.maths.ox.ac.uk:1101

Terms of use


Metrics


Views and Downloads






If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP