Geodesic
Interior point algorithms in linear optimization
Sibirskij žurnal industrialʹnoj matematiki, Tome 21 (2018) no. 1, pp. 11-20

Voir la notice de l'article provenant de la source Math-Net.Ru

This is a survey of the results concerning the development and study of the interior point algorithms. Some families of the direct and dual algorithms are considered. These algorithms entering the domain of feasible solutions take into account the objective function, which makes it possible to obtain the first feasible solution close to the optimal solution. The main results on the theoretical justification of algorithms are given. Recommendations are proposed concerning the advantages of individual variants of algorithms on the basis of the obtained theoretical results, available experimental studies, and experience of using algorithms in the models of energy engineering. Some numerically efficient version of the polynomial optimization algorithm in the cone of the central path is also presented.
Keywords: interior point method, relative interior, central path, linear programming. 
@article{SJIM_2018_21_1_a1,
     author = {V. I. Zorkaltsev and I. V. Mokryi},
     title = {Interior point algorithms in linear optimization},
     journal = {Sibirskij \v{z}urnal industrialʹnoj matematiki},
     pages = {11--20},
     publisher = {mathdoc},
     volume = {21},
     number = {1},
     year = {2018},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJIM_2018_21_1_a1/}
}
TY  - JOUR
AU  - V. I. Zorkaltsev
AU  - I. V. Mokryi
TI  - Interior point algorithms in linear optimization
JO  - Sibirskij žurnal industrialʹnoj matematiki
PY  - 2018
SP  - 11
EP  - 20
VL  - 21
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SJIM_2018_21_1_a1/
LA  - ru
ID  - SJIM_2018_21_1_a1
ER  - 
%0 Journal Article
%A V. I. Zorkaltsev
%A I. V. Mokryi
%T Interior point algorithms in linear optimization
%J Sibirskij žurnal industrialʹnoj matematiki
%D 2018
%P 11-20
%V 21
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SJIM_2018_21_1_a1/
%G ru
%F SJIM_2018_21_1_a1
V. I. Zorkaltsev; I. V. Mokryi. Interior point algorithms in linear optimization. Sibirskij žurnal industrialʹnoj matematiki, Tome 21 (2018) no. 1, pp. 11-20. http://geodesic.mathdoc.fr/item/SJIM_2018_21_1_a1/