Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/99318
Title: Interior dual proximal point algorithm for linear programs
Authors: Setiono, R. 
Keywords: Barrier methods
Karmarkar
Linear programming
Newton method
Proximal point method
Issue Date: 25-Aug-1994
Source: Setiono, R. (1994-08-25). Interior dual proximal point algorithm for linear programs. European Journal of Operational Research 77 (1) : 96-110. ScholarBank@NUS Repository.
Abstract: A new algorithm for solving a linear program based on an interior point method applied to the dual of a proximal point formulation of the linear program is presented. This dual formulation contains only the nonnegativity constraint on some of the variables. This simple constraint allows us to start the algorithm without a Phase 1 method required by many other variants of the interior point method. Numerical results from a large set of test problems show that the proposed algorithm can be very competitive with other interior point methods and with MINOS 5.3, a state-of-the-art linear programming package based on the simplex method. Global convergence of the algorithm is also established. © 1994.
Source Title: European Journal of Operational Research
URI: http://scholarbank.nus.edu.sg/handle/10635/99318
ISSN: 03772217
Appears in Collections:Staff Publications

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