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Interior Point Methods

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Visit this site: http://www.mcs.anl.gov/research/projects/otc/InteriorPoint/

Author:Steven Wright
Description: Research into algorithms for linear programming which approach the solution through the interior of the feasible polygon, rather than moving around the boundary from vertex to vertex, as simplex methods do. Background; thumbnail sketch; zipped Postscript files of the relevant publications and technical reports of infeasible-interior-point methods, affine-scaling methods, linear algebra issues, log barrier methods, nonlinear problems, applications to process control; and movies that illustrate the behavior of an interior-point method on a linear programming problem with primal dimension 3.

Levels: College, Research
Languages: English
Resource Types: Video, Articles, Preprints
Math Topics: Control Theory, Linear Programming

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