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A Path-Following Method

In: Linear Programming

Author

Listed:
  • Robert J. Vanderbei

    (Princeton University)

Abstract

In this chapter, we define an interior-point method for linear programming that is called a path-following method. Recall that for the simplex method we required a two-phase solution procedure. The path-following method is a one-phase method. This means that the method can begin from a point that is neither primal nor dual feasible and it will proceed from there directly to the optimal solution.

Suggested Citation

  • Robert J. Vanderbei, 2008. "A Path-Following Method," International Series in Operations Research & Management Science, in: Linear Programming, edition 3, chapter 0, pages 303-318, Springer.
    • Handle: RePEc:spr:isochp:978-0-387-74388-2_18
    DOI: 10.1007/978-0-387-74388-2_18
    as

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