Part of the International Series in Operations Research & Management Science book series (ISOR, volume 37)
In this chapter, we discuss implementation issues that arise in connection with the path-following method.
KeywordsDiagonal Element Implementation Issue Elimination Process Central Path Positive Definite Matrice
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- Most implementations of interior-point methods assume the problem to be formulated with equality constraints. In this formulation, Lustig et al. (1994) give a good overview of the performance of interior-point algorithms compared with the simplex method.Google Scholar
- The suggestion that it is better to solve equations in the KKT form instead of normal form was offered independently by a number of researchers (Gill et al. 1992, Turner 1991, Fourer & Mehrotra 1991, Vanderbei & Carpenter 1993).Google Scholar
- The advantages of the primal—dual symmetric formulation were first reported in Vanderbei (1994). The basic properties of quasidefinite matrices were first given in Vanderbei (1995).Google Scholar
© Robert J. Vanderbei 2001