Solving a class of LP problems with a primal-dual logarithmic barrier method

Jacek Gondzio, Marek Makowski*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract / Description of output

Applying a higher order primal-dual logarithmic barrier method for solving large real-life linear programming problems is addressed in this paper. The efficiency of an interior point algorithm on these problems is compared with the one of the state-of-the-art simplex code MINOS version 5.3. Based on such experience, a wide class of LP problems is identified for which logarithmic barrier approach seems advantageous over the simplex one. Additionally, some practical rules for model builders are derived that should allow them to create problems that can easily be solved with logarithmic barrier algorithms.

Original languageEnglish
Pages (from-to)184-192
Number of pages9
JournalEuropean Journal of Operational Research
Volume80
Issue number1
DOIs
Publication statusPublished - 5 Jan 1995

Keywords / Materials (for Non-textual outputs)

  • Agriculture
  • Applications
  • Linear programming
  • Primal-dual method

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