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The Strathprints institutional repository is a digital archive of University of Strathclyde's Open Access research outputs. Strathprints provides access to thousands of Open Access research papers by University of Strathclyde researchers, including by researchers from the Department of Computer & Information Sciences involved in mathematically structured programming, similarity and metric search, computer security, software systems, combinatronics and digital health.

The Department also includes the iSchool Research Group, which performs leading research into socio-technical phenomena and topics such as information retrieval and information seeking behaviour.

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Pivot versus interior point methods: pros and cons

Illes, T. and Terlaky, T. (2002) Pivot versus interior point methods: pros and cons. European Journal of Operational Research, 140 (2). pp. 170-190. ISSN 0377-2217

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Abstract

Linear optimization (LO) is the fundamental problem of mathematical optimization. It admits an enormous number of applications in economics, engineering, science and many other fields. The three most significant classes of algorithms for solving LO problems are: pivot, ellipsoid and interior point methods. Because ellipsoid methods are not efficient in practice we will concentrate on the computationally successful simplex and primal-dual interior point methods only, and summarize the pros and cons of these algorithm classes.