ILL-CONDITIONEDNESS AND INTERIOR-POINT METHODS

In this paper we construct a family of degenerate linear programming problems which cause difficulties to various IPM codes, such as PCx, HOPDM, etc. A theoretical explanation is offered and a possible way out is outlined.

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Veröffentlicht in:Publikacije Elektrotehničkog fakulteta. Serija Matematika 2000-01 (11), p.53-58
Hauptverfasser: Ašić, Miroslav D., Kovačević-Vujčić, Vera V.
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Sprache:eng
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Zusammenfassung:In this paper we construct a family of degenerate linear programming problems which cause difficulties to various IPM codes, such as PCx, HOPDM, etc. A theoretical explanation is offered and a possible way out is outlined.
ISSN:0353-8893
2406-0852