Arc-Search Infeasible Interior-Point Algorithm for Linear Programming
Optimization and Control
2017-03-31 v3
Abstract
Mehrotra's algorithm has been the most successful infeasible interior-point algorithm for linear programming since 1990. Most popular interior-point software packages for linear programming are based on Mehrotra's algorithm. This paper proposes an alternative algorithm, arc-search infeasible interior-point algorithm. We will demonstrate, by testing Netlib problems and comparing the test results obtained by arc-search infeasible interior-point algorithm and Mehrotra's algorithm, that the proposed arc-search infeasible interior-point algorithm is a more efficient algorithm than Mehrotra's algorithm.
Cite
@article{arxiv.1406.4539,
title = {Arc-Search Infeasible Interior-Point Algorithm for Linear Programming},
author = {Yaguang Yang},
journal= {arXiv preprint arXiv:1406.4539},
year = {2017}
}