Article ID Journal Published Year Pages File Type
480950 European Journal of Operational Research 2009 13 Pages PDF
Abstract

To solve linear programming problems by interior point methods an approximately centered interior point has to be known. Such a point can be found by an algorithmic approach – a so-called phase 1 algorithm or centering algorithm. For random linear programming problems distributed according to the rotation symmetry model, especially with normal distribution, we present probabilistic results on the quality of the origin as starting point and the average number of steps of a centering algorithm.

Related Topics
Physical Sciences and Engineering Computer Science Computer Science (General)
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