Finding an interior point in the optimal face of linear programs

نویسندگان

  • Sanjay Mehrotra
  • Yinyu Ye
چکیده

We study the problem of finding a point in the relative interior of the optimal face of a linear program. We prove that in the worst case such a point can be obtained in O(n3L) arithmetic operations. This complexity is the same as the complexity for solving a linear program. We also show how to find such a point in practice. We report and discuss computational results obtained for the linear programming problems in the NETLIB test set.

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عنوان ژورنال:
  • Math. Program.

دوره 62  شماره 

صفحات  -

تاریخ انتشار 1993