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Pivot versus interior point methods: Pros and cons


  • Illes, Tibor
  • Terlaky, Tamas


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  • Illes, Tibor & Terlaky, Tamas, 2002. "Pivot versus interior point methods: Pros and cons," European Journal of Operational Research, Elsevier, vol. 140(2), pages 170-190, July.
  • Handle: RePEc:eee:ejores:v:140:y:2002:i:2:p:170-190

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    References listed on IDEAS

    1. Koltai, Tamas & Terlaky, Tamas, 2000. "The difference between the managerial and mathematical interpretation of sensitivity analysis results in linear programming," International Journal of Production Economics, Elsevier, vol. 65(3), pages 257-274, May.
    2. Andersen, E.D. & Gondzio, J. & Meszaros, C. & Xu, X., 1996. "Implementation of Interior Point Methods for Large Scale Linear Programming," Papers 96.3, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
    3. Jansen, B. & de Jong, J. J. & Roos, C. & Terlaky, T., 1997. "Sensitivity analysis in linear programming: just be careful!," European Journal of Operational Research, Elsevier, vol. 101(1), pages 15-28, August.
    4. Zhang, Shuzhong, 1999. "New variants of finite criss-cross pivot algorithms for linear programming," European Journal of Operational Research, Elsevier, vol. 116(3), pages 607-614, August.
    5. Fukuda, Komei & Matsui, Tomomi, 1991. "On the finiteness of the criss-cross method," European Journal of Operational Research, Elsevier, vol. 52(1), pages 119-124, May.
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    Cited by:

    1. Csizmadia, Zsolt & Ill├ęs, Tibor & Nagy, Adrienn, 2012. "The s-monotone index selection rules for pivot algorithms of linear programming," European Journal of Operational Research, Elsevier, vol. 221(3), pages 491-500.
    2. repec:spr:mathme:v:87:y:2018:i:1:d:10.1007_s00186-017-0610-4 is not listed on IDEAS

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