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Pathways to the Optimal Set in Linear Programming

In: Progress in Mathematical Programming

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  • Nimrod Megiddo

Abstract

This chapter presents continuous paths leading to the set of optimal solutions of a linear programming problem. These paths are derived from the weighted logarithmic barrier function. The defining equations are bilinear and have some nice primal-dual symmetry properties. Extensions to the general linear complementarity problem are indicated.

Suggested Citation

  • Nimrod Megiddo, 1989. "Pathways to the Optimal Set in Linear Programming," Springer Books, in: Nimrod Megiddo (ed.), Progress in Mathematical Programming, chapter 0, pages 131-158, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4613-9617-8_8
    DOI: 10.1007/978-1-4613-9617-8_8
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