Implementing an Interior Point Method in a Mathematical Programming System. I,
Abstract
This paper considers the integration of an interior point algorithm with a large-scale commercial MPS. Exploitation of existing features of the MPS and transition to an optimum basic solution are discussed. Preliminary computational results are presented. Keywords: Auxiliary Processing; Simplex method; Linear programming.
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1986
- Accession Number
- ADA178257
Entities
People
- J. A. Tomlin
- J. S. Welch