Search for feasible solutions by interior point algorithms
A family of interior point algorithms for linear programming problems is considered. In these algorithms, entering the feasible solution region of the original problem is presented as an optimization process of an extended problem. This extension is performed by adding a new variable. The main objective of the paper is a theoretical justification of the procedure of entering the feasible region of the original problem under the assumption of non-degeneracy of the extended problem. Specifically, it is proved that under consistent constraints of the original problemthe procedure leads to a relative interior point of the feasible region. © 2016, Pleiades Publishing, Ltd.
Библиографическая ссылка
Zorkaltsev V.I. Search for feasible solutions by interior point algorithms // Numerical Analysis and Applications. Vol.9. No.3. 2016. P.191-206. DOI: 10.1134/S1995423916030022
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