A numerical study of an infeasible primal-dual path-following algorithm for linear programming

摘要

In this paper, we propose an infeasible primal-dual path-following interior point algorithm to solve linear programming problems. We show that the algorithm converges globally linear and finds an approximate solution in a polynomial time complexity. A numerical study is done for its numerical performance. Some numerical examples that illustrate the approach are given. Finally, an important comparison of the obtained results with those given by the feasible projective Karmarkar algorithm is done.