Copyright information to be inserted by the Publishers ON FREE VARIABLES IN INTERIOR POINT METHODS

  • CSABA M, ESZ AROS
  • Published 1997

Abstract

Interior point methods, especially the algorithms for linear programming problems are sensitive if there are unconstrained (free) variables in the problem. While replacing a free variable by two nonnegative ones may cause numerical instabilities, the implicit handling results in a semide nite scaling matrix at each interior point iteration. In the paper we… (More)

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Cite this paper

@inproceedings{M1997CopyrightIT, title={Copyright information to be inserted by the Publishers ON FREE VARIABLES IN INTERIOR POINT METHODS}, author={CSABA M and ESZ AROS}, year={1997} }