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A variation on the interior point method for linear programming using the continued iteration

Author

Listed:
  • Lilian F. Berti

    (Federal University of Mato Grosso do Sul)

  • Aurelio R. L. Oliveira

    (University of Campinas)

  • Carla T. L. S. Ghidini

    (University of Campinas)

Abstract

In this paper, we present a proposal for a variation of the predictor–corrector interior point method with multiple centrality corrections. The new method uses the continued iteration to compute a new search direction for the predictor corrector method. The purpose of incorporating the continued iteration is to reduce the overall computational cost required to solve a linear programming problem. The computational results constitute evidence of the improvement obtained with the use of this technique combined with the interior point method.

Suggested Citation

  • Lilian F. Berti & Aurelio R. L. Oliveira & Carla T. L. S. Ghidini, 2017. "A variation on the interior point method for linear programming using the continued iteration," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 85(1), pages 61-75, February.
    • Handle: RePEc:spr:mathme:v:85:y:2017:i:1:d:10.1007_s00186-016-0558-9
    DOI: 10.1007/s00186-016-0558-9
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    References listed on IDEAS

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    1. Gondzio, Jacek, 2012. "Interior point methods 25 years later," European Journal of Operational Research, Elsevier, vol. 218(3), pages 587-601.
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