A variation on the interior point method for linear programming using the continued iteration

作者：Berti Lilian F^*; Oliveira Aurelio R L; Ghidini Carla T L S

来源：Mathematical Methods of Operations Research, 2017, 85(1): 61-75.

DOI：10.1007/s00186-016-0558-9

• Linear programming
• Interior point methods
• Continued iteration
• Continuous optimization

In this paper, we present a proposal for a variation of the predictor-corrector interior point method with multiple centrality corrections. The new method uses the continued iteration to compute a new search direction for the predictor corrector method. The purpose of incorporating the continued iteration is to reduce the overall computational cost required to solve a linear programming problem. The computational results constitute evidence of the improvement obtained with the use of this technique combined with the interior point method.

• 出版日期2017-2