Bidirectional search for parameters in a primal-dual interior-point algorithm for LP. (English) Zbl 0830.65051
Lewis, John G. (ed.), Applied linear algebra. Proceedings of the 5th SIAM conference, held in Snowbird, UT, USA, June 15-18, 1994. Philadelphia, PA: SIAM. 150-154 (1994).
In this short note, the author proposes a new primal-dual interior-point variant for linear programming. The central idea is based on minimizing the duality gap in a 2-D region at each iteration. A few computational results are reported.
For the entire collection see [Zbl 0809.00014].
For the entire collection see [Zbl 0809.00014].
Reviewer: T.F.Coleman (Ithaca)
