Effectively Computing the Analytic Center of the Solution Set by Primal-Dual Interior-Point Methods.

摘要

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 work we discuss the effective computation of the analytic center solution by the use of primal-dual interior-point methods. A primal-dual interior-point algorithm designed for effectively computing the analytic center solution is proposed and theory and numerical results are presented.