A SCALED CENTRAL PATH FOR LINEAR PROGRAMMING

• 来源期刊: 计算数学（英文版）
• 学科: 数学
• 关键词: Central path Interior point methods Linear programming.
• 年，卷（期）: 2001,（1）
• 页码范围: 35-40
• 页数: 6页
• 分类号: O1
• 语种: 英文

摘要

Interior point methods are very efficient methods for solving large scale linear programming problems. The central path plays a very important role in interior point methods. In this paper we propose a new central path, which scales the variables. Thus it has the advantage of forcing the path to have roughly the same distance from each active constraint boundary near the solution.