A variation on the interior point method for linear programming using the continued iteration

In this paper, we present a proposal for a variation of the predictor–corrector interior point method with multiple centrality corrections. The new method uses the continued iteration to compute a new search direction for the predictor corrector method. The purpose of incorporating the continued ite...

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Bibliographic Details
Published in:Mathematical methods of operations research (Heidelberg, Germany) Germany), 2017-02, Vol.85 (1), p.61-75
Main Authors: Berti, Lilian F., Oliveira, Aurelio R. L., Ghidini, Carla T. L. S.
Format: Article
Language:English
Subjects:
Business and Management
Calculus of Variations and Optimal Control
Optimization
Computational efficiency
Decomposition
Iterative methods
Linear programming
Mathematical models
Mathematics
Mathematics and Statistics
Methods
Operations research
Operations Research/Decision Theory
Optimization
Original Article
Predictor-corrector methods
Proposals
Searching
Studies
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Summary:In this paper, we present a proposal for a variation of the predictor–corrector interior point method with multiple centrality corrections. The new method uses the continued iteration to compute a new search direction for the predictor corrector method. The purpose of incorporating the continued iteration is to reduce the overall computational cost required to solve a linear programming problem. The computational results constitute evidence of the improvement obtained with the use of this technique combined with the interior point method.
ISSN:1432-2994
1432-5217
DOI:10.1007/s00186-016-0558-9