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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...

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Coralia Cartis More by this author
Nicholas I. M. Gould More by this author
Publication date:
2007-02-05
URN:
uuid:cc91bae2-2b8d-48d6-be48-9e6a0fa5f9a9
Local pid:
oai:eprints.maths.ox.ac.uk:1101

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