Solving a class of LP problems with primal-dual logarithmic barrier method

Gondzio J & Makowski M (1995). Solving a class of LP problems with primal-dual logarithmic barrier method. European Journal of Operational Research 80 (1): 184-192. DOI:10.1016/0377-2217(93)E0323-P.

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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 an 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: Article
Uncontrolled Keywords: Agriculture; Applications; Linear programming; Primal-dual method
Research Programs: Methodology of Decision Analysis (MDA)
Bibliographic Reference: European Journal of Operational Research; 80(1):184-192 [1995]
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:05
Last Modified: 29 Sep 2016 09:28
URI: http://pure.iiasa.ac.at/4280

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