A path-following version of the Todd-Burrell procedure for linear programming |
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| Authors: | Jean-Philippe Vial |
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| Institution: | (1) LOGILAB/Management Studies, University of Geneva, 102, Bd Carl-Vogt, CH-1211 Genève 4, Switzerland |
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| Abstract: | We propose a path-following version of the Todd-Burrell procedure to solve linear programming problems with an unknown optimal value. The path-following scheme is not restricted to Karmarkar's primal step; it can also be implemented with a dual Newton step or with a primal-dual step.This work has been completed with the support from the Fonds National Suisse de la Recherche Scientifique, grant 12-34002.92. |
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| Keywords: | Projective algorithm path-following interior point method |
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