On effectively computing the analytic center by primal-dual interior point methods
The computation of the analytic center of the solution set can be important in linear programming applications where it is desirable to obtain a solution that is not near the relative boundary of the solution set. In this talk we discuss the effective computation of the analytic center solution by the use of primal-dual interior point methods. We review existing theoretical results for primal-dual interior point algorithms as they concern the convergence of the iteration sequence to the analytic center. These theoretical results are evaluated from the point of view of the practical computation of the analytic center. A primal-dual interior point algorithm designed for effectively computing the analytic center solution will be proposed and numerical results will be presented.
- OSTI ID:
- 36079
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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