CurveLP-A MATLAB implementation of an infeasible interior-point algorithm for linear programming

Mehrotra’s algorithm has been the most successful infeasible interior-point algorithm for linear programming since 1990. Most popular interior-point software packages for linear programming are based on Mehrotra’s algorithm. This paper describes a proposal and implementation of an alternative algori...

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Bibliographic Details
Published in:Numerical algorithms 2017-04, Vol.74 (4), p.967-996
Main Author: Yang, Yaguang
Format: Article
Language:English
Subjects:
Algebra
Algorithms
Computer Science
Linear programming
Numeric Computing
Numerical Analysis
Original Paper
Searching
Software packages
Theory of Computation
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Summary:Mehrotra’s algorithm has been the most successful infeasible interior-point algorithm for linear programming since 1990. Most popular interior-point software packages for linear programming are based on Mehrotra’s algorithm. This paper describes a proposal and implementation of an alternative algorithm, an arc-search infeasible interior-point algorithm. We will demonstrate, by testing Netlib problems and comparing the test results obtained by the arc-search infeasible interior-point algorithm and Mehrotra’s algorithm, that the proposed arc-search infeasible interior-point algorithm is a more reliable and efficient algorithm than Mehrotra’s algorithm.
ISSN:1017-1398
1572-9265
DOI:10.1007/s11075-016-0180-1