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Interior point algorithms for linear programming with inequality constraints

Authors :
Clovis C. Gonzaga
Source :
Mathematical Programming. 52:209-225
Publication Year :
1991
Publisher :
Springer Science and Business Media LLC, 1991.

Abstract

Interior methods for linear programming were designed mainly for problems formulated with equality constraints and non-negative variables. The formulation with inequality constraints has shown to be very convenient for practical implementations, and the translation of methods designed for one formulation into the other is not trivial. This paper relates the geometric features of both representations, shows how to transport data and procedures between them and shows how cones and conical projections can be associated with inequality constraints.

Details

ISSN :
14364646 and 00255610
Volume :
52
Database :
OpenAIRE
Journal :
Mathematical Programming
Accession number :
edsair.doi...........8663bf1ad4aa00c22ca2744085d79b37
Full Text :
https://doi.org/10.1007/bf01582888