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

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3824 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3824 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3824 archive 351 disk0/00/00/38/09 2016-01-15 02:02:59 2021-08-27 17:14:31 2016-01-15 02:02:59 monograph show 3 Gondzio J. Makowski M. 1254 0000-0002-6107-0972 Solving a Class of LP Problems with a Primal-Dual Logarithmic Barrier Method pub iis_met prog_mda 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. 1993-01 published WP-93-002 WP-93-002 10 193 public working_paper IIASA, Laxenburg, Austria 14 FALSE info:eu-repo/semantics/book