CurveLP - A MATLAB implementation of an infeasible interior-point algorithm for linear programming. Mehrotra’s algorithm has been the most successful infeasible interior-point algorithm for linear programming since 1990. Most popular interior-point software packages for linear programming are based on Mehrotra’s algorithm. This paper describes a proposal and implementation of an alternative algorithm, an arc-search infeasible interior-point algorithm. We will demonstrate, by testing Netlib problems and comparing the test results obtained by the arc-search infeasible interior-point algorithm and Mehrotra’s algorithm, that the proposed arc-search infeasible interior-point algorithm is a more reliable and efficient algorithm than Mehrotra’s algorithm.
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References in zbMATH (referenced in 5 articles , 1 standard article )
Showing results 1 to 5 of 5.
- Yuan, Beibei; Zhang, Mingwang; Huang, Zhengwei: A wide neighborhood interior-point algorithm with arc-search for (P_\ast(\kappa)) linear complementarity problem (2019)
- Zhang, Mingwang; Yuan, Beibei; Zhou, Yiyuan; Luo, Xiaoyu; Huang, Zhengwei: A primal-dual interior-point algorithm with arc-search for semidefinite programming (2019)
- Yang, Y.: Two computationally efficient polynomial-iteration infeasible interior-point algorithms for linear programming (2018)
- Yang, Yaguang; Yamashita, Makoto: An arc-search (\mathcalO(nL)) infeasible-interior-point algorithm for linear programming (2018)
- Yang, Yaguang: CurveLP-A MATLAB implementation of an infeasible interior-point algorithm for linear programming (2017)