An Interior Point Method for Solving Systems of Linear Equations and Inequalities
提出一种简单内点法,用于求解带非负约束的线性方程组,通过将当前解投影到方程定义的线性流形上来确定更新方向,并讨论了不可行性及自由变量与有界变量的扩展,最后应用于线性规划问题并与先进的原对偶不可行内点代码进行了比较。
A simple interior point method is proposed for solving a system of linear equations subject to nonnegativity constraints. The direction of update is defined by projection of the current solution on a linear manifold defined by the equations. Infeasibility is discussed and extension for free and bounded variables is presented. As an application, we consider linear programming problems and a comparison with a state-of-the-art primal-dual infeasible interior point code is presented.