An interior point method for solving systems of linear equations and inequalities

A simple interior point method is proposed for solving a system of linear e quations subject to nonnegativity constraints. The direction of update is d efined by projection of the current solution on a linear manifold defined b y the equations. Infeasibility is discussed and extension for free and boun ded variables is presented. As an application, we consider linear programmi ng problems and a comparison with a state-of-the-art primal-dual infeasible interior point code is presented. (C) 2000 Elsevier Science B.V. All right s reserved.