Linear Programming

1
Linear Programming Interior Point Method
Big News!! 1984, N. K. Karmarkar of ATT Bell
Labs discovers new method of solving LP problems.
The method is coined Interior Point
Method. Method proved to solve in polynomial
time, whereas Simplex method is non-polynomial.
In otherwords, for large problems, interior point
method should be faster than simplex method.
 
2
Interior Point Method - Outline

• Basic Idea
• Issues to Overcome
• Transformation
• Example
• Stopping Rule

 
3
Interior Point Method
See Shu-Cherng Fang notes
 
4
Interior Point Method
Stopping Rules Another Time, Another Place