On Effectively Computing the Analytic Center of the Solution Set by Primal-Dual Interior-Point Methods

  • Authors:
  • María D. González-Lima;Richard A. Tapia;Florian A. Potra

  • Affiliations:
  • -;-;-

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 1998

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Abstract

The computation of the analytic center of the solution set can be important in linear programming applications where it is desirable to obtain a solution that is not near the relative boundary of the solution set. In this work we discuss the effective computation of the analytic center solution by the use of primal-dual interior-point methods. A primal-dual interior-point algorithm designed for effectively computing the analytic-center solution is proposed, and theory and numerical results are presented.