An interior point method for solving systems of linear equations and inequalities

Abstract

A simple interior point method is proposed for solving a system of linear equations subject to nonnegativity constraints. The direction of update is de ned by projection of the current solution on a linear manifold de ned by the equations. Infeasibility is discussed and extension for free and bounded variables is presented. As an application, we consider… (More)
DOI: 10.1016/S0167-6377(00)00036-5

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