Implementation Issues

  • Robert J. Vanderbei
Part of the International Series in Operations Research & Management Science book series (ISOR, volume 114)


In this chapter, we discuss implementation issues that arise in connection with the path-following method.

The most important issue is the efficient solution of the systems of equations discussed in the previous chapter. As we saw, there are basically three choices, involving either the reduced KKT matrix


Diagonal Element Implementation Issue Elimination Process Central Path Lower Triangular Matrix 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Robert J.Vanderbei 2008

Authors and Affiliations

  • Robert J. Vanderbei
    • 1
  1. 1.Dept. of Operations Research and Financial EngineeringPrinceton UniversityNew JerseyUSA

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