Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
480950 | European Journal of Operational Research | 2009 | 13 Pages |
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)
Authors
Petra Huhn, Verena Wehlitz,