Solving a Class of LP Problems with a Primal-Dual Logarithmic Barrier Method

Gondzio J & Makowski M (1993). Solving a Class of LP Problems with a Primal-Dual Logarithmic Barrier Method. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-93-002

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Abstract

Applying a higher order primal-dual logarithmic barrier method for solving large real-life linear programming problems is addressed in this paper. The efficiency of interior point algorithm on these problems is compared with the one of the state-of-the-art simplex code MINOS version 5.3. Based on such experience, a wide class of LP problems is identified for which logarithmic barrier approach seems advantageous over the simplex one. Additionally, some practical rules for model builders are derived that should allow them to create problems that can easily be solved with logarithmic barrier algorithms.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Methodology of Decision Analysis (MDA)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:02
Last Modified: 20 Jul 2016 22:43
URI: http://pure.iiasa.ac.at/3809

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