Interior Point Methods and Linear Programming

نویسنده

  • Robert Robere
چکیده

The linear programming problem is usually solved through the use of one of two algorithms: either simplex, or an algorithm in the family of interior point methods. In this article two representative members of the family of interior point methods are introduced and studied. We discuss the design of these interior point methods on a high level, and compare them to both the simplex algorithm and the original algorithms in nonlinear constrained optimization which led to their genesis.

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تاریخ انتشار 2012