Interior-Point Methodology for Linear Programming: Duality, Sensitivity Analysisand Computational Aspects

摘要

In this paper we use the interior point methodology to cover the main issues inlinear programming: duality theory, parametric and sensitivity analysis, and algorithmic and computational aspects. The aim is to provide a global view on the subject matter. (Copyright (c) 1993 by Faculty of Technical Mathematics and Informatics, Delft, The Netherlands.)