On interior algorithms for linear programming with no regularity assumptions

  • Authors:
  • Kurt M Anstreicher

  • Affiliations:
  • Department of Management Sciences, University of Iowa, Iowa City, IA USA

  • Venue:
  • Operations Research Letters
  • Year:
  • 1992

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Abstract

The linear programming algorithm of Karmarkar (1984), and all interior methods subsequently devised, require a regularity assumption that the primal and/or dual problem possess a nonempty interior. In this note we devise a polynomial-time interior algorithm which will directly 'process' and linear program, with no regularity assumptions whatsoever, without the addition of any 'M' terms. Our method is based on the application of a combined phase I-phase II algorithm to a combined primal-dual problem.