Abstract of Talk by Pamela J. Williams

On Effective Finite Termination Techniques within Interior Point Methods for Linear Programming Problems

Computational and Applied Mathematics Department
MS-134, PO Box 1892
Rice University 
Houston, TX 77251-1892

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In this talk we will investigate finite termination techniques within interior point methods for linear programming problems. The critical issues in finite termination are verification of the optimal partition of the primal and dual slack variables at some iteration of the interior point algorithm and formulation of a simple mathematical model which can be solved by direct methods. We will discuss the merits of previous models and present our formulation of the reduced problem of interest as a constrained least squares problem.

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