Finding a point in the relative interior of a polyhedron
A new initialization or `Phase I' strategy for feasible interior point methods for linear programming is proposed that computes a point on the primal-dual central path associated with the linear program. Provided there exist primal-dual strictly feasible points - an all-pervasive assumption in...
Main Authors: | Cartis, C, Gould, N |
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Format: | Report |
Published: |
Unspecified
2007
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