H. Runesha et al., INTERIOR-POINT METHOD AND INDEFINITE SPARSE SOLVER FOR LINEAR-PROGRAMMING PROBLEMS, Advances in engineering software, 29(3-6), 1998, pp. 409-414
In 1984, N. Karmarkar at AT&T Bell Labs, proposed a new method of solv
ing the linear programming problem. It was claimed that this method, a
n interior point method (IPM), would be able to solve certain large-sc
ale linear programming problems many times faster on average than the
existing Simplex method. Recent studies have indicated that the interi
or point methods do seem to offer the computational advantages claimed
. Furthermore, tremendous progress has also been made in recent years
in developing highly efficient sparse solvers, an essential component
of IPM. It is the purpose of this paper to explain a version of IPM an
d a version of direct sparse solver which has the capability of solvin
g indefinite system of equations that arise from LPM. (C) 1998 Publish
ed by Elsevier Science Limited. All rights reserved.