Journal of Optimization Theory and Applications
Enhancing the behavior of interior-point methods via identification of variables
Optimization Methods & Software
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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.