Systems Analysis

Of entering into the feasible solutions region the interior point method

V. I. Zorkal'tsev

Melentiev Energy Systems Institute SB of RAS

Abstract: The interior point algorithm for a linear programming problem is considered. This algorithm consists of two stages. On the first stage we enter to the region of feasible solutions given the specified constraints. The second stage is optimization over the feasible region. The entering into the feasible region is represented as an extended linear programming problem by adding only one new variable. The main goal of the paper is to provide a theoretical justification of the process of entering into the feasible region under assumption of non-degeneracy of the extended problem.

Keywords: interior point method, linear programming.

UDC: 519.85
BBK: 22.18

Received: September 14, 2015
Published: January 31, 2016

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