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 (http://dx.doi.org/10.1016/S0377-2217(02)00061-9)
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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.
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Item type: Article ID code: 9200 Dates: DateEvent16 July 2002PublishedSubjects: Social Sciences > Industries. Land use. Labor > Management. Industrial Management Department: Strathclyde Business School > Management Science Depositing user: Strathprints Administrator Date deposited: 26 Mar 2010 15:00 Last modified: 01 Aug 2024 18:03 URI: https://strathprints.strath.ac.uk/id/eprint/9200