On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming

Mehrotra [Tech. Report 90-03, Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL, 1990] recently described a predictor-corrector variant of the primal-dual interior-point algorithm for linear programming. This paper describes a full implementation of...

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Veröffentlicht in:	SIAM journal on optimization 1992-08, Vol.2 (3), p.435-449
Hauptverfasser:	Lustig, Irvin J., Marsten, Roy E., Shanno, David F.
Format:	Artikel
Sprache:	eng
Schlagworte:	Accuracy Algorithms Civil engineering Industrial engineering Linear programming Motivation Operations research Ordinary differential equations
Online-Zugang:	Volltext
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