An interior point method for solving systems of linear equations and inequalities
نویسندگان
چکیده
A simple interior point method is proposed for solving a system of linear equations subject to nonnegativity constraints. The direction of update is de ned by projection of the current solution on a linear manifold de ned by the equations. Infeasibility is discussed and extension for free and bounded variables is presented. As an application, we consider linear programming problems and a comparison with a state-of-the-art primal–dual infeasible interior point code is presented. c © 2000 Elsevier Science B.V. All rights reserved.
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ورودعنوان ژورنال:
- Oper. Res. Lett.
دوره 27 شماره
صفحات -
تاریخ انتشار 2000