Interior Point Methods for Linear Programming: Just Call Newton, Lagrange, and Fiacco and McCormick!
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DOI: 10.1287/inte.20.4.105
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Cited by:
- Gondzio, Jacek, 2012. "Interior point methods 25 years later," European Journal of Operational Research, Elsevier, vol. 218(3), pages 587-601.
- John W. Mamer & Richard D. McBride, 2000. "A Decomposition-Based Pricing Procedure for Large-Scale Linear Programs: An Application to the Linear Multicommodity Flow Problem," Management Science, INFORMS, vol. 46(5), pages 693-709, May.
- Torres-Rojo, J. M., 2001. "Risk management in the design of a feeding ration: a portfolio theory approach," Agricultural Systems, Elsevier, vol. 68(1), pages 1-20, April.
- Kraft, Edwin R., 2002. "Scheduling railway freight delivery appointments using a bid price approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 36(2), pages 145-165, February.
- Richard D. McBride & John W. Mamer, 2004. "Implementing an LU Factorization for the Embedded Network Simplex Algorithm," INFORMS Journal on Computing, INFORMS, vol. 16(2), pages 109-119, May.
- G. Y. Zhao, 1999. "Interior-Point Methods with Decomposition for Solving Large-Scale Linear Programs," Journal of Optimization Theory and Applications, Springer, vol. 102(1), pages 169-192, July.
- Alexandra M. Newman & Martin Weiss, 2013. "A Survey of Linear and Mixed-Integer Optimization Tutorials," INFORMS Transactions on Education, INFORMS, vol. 14(1), pages 26-38, September.
- M. Xiong & J. Wang & P. Wang, 2002. "Differential-Algebraic Approach to Linear Programming," Journal of Optimization Theory and Applications, Springer, vol. 114(2), pages 443-470, August.
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Keywords
programming: linear; tutorial;Statistics
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