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International Journal of Computer Mathematics Volume 87, 2010 - Issue 10
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Section A

Symbolic implementation of interior point method for linear programming problem

Predrag S. Stanimirović Department of Mathematics, Faculty of Science, University of Niš, Višegradska 33, 18000, Niš, SerbiaCorrespondence[email protected]
,
Nebojša V. Stojković Faculty of Economics, University of Niš, Trg Kralja Aleksandra 11, 18000, Niš, Serbia
&
Ivan M. Jovanović Technical faculty, University of Belgrade, Vojske Jugoslavije 12, Bor, Serbia
Pages 2173-2187 | Received 14 Feb 2007, Accepted 21 Dec 2008, Published online: 01 Jun 2010
 
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Abstract

In this article we describe an implementation of the Mehrotra's primal–dual interior-point method in the package . Usage of ’s computer algebra system in our software is described. Both augmented and normal equation system approach are implemented. Described implementation is compared with main LP solvers. Algorithm for generating an efficient starting point as well as algorithm for the elimination of zero variables and the stabilization algorithm are incorporated in the developed code.

2000 AMS Subject Classifications :

Acknowledgements

The authors thank the anonymous referees for useful suggestions.

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