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International Theoretical Science Journal
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UDC 519.85
T.V. Belykh1, V.I. Zorkaltsev2


1 V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine

krainaz@ukr.net

2 Limnological Institute of the Siberian Branch of Russian Academy of Sciences, Irkutsk, Russia

zork@isem.irk.ru

INTERIOR POINT ALGORITHMS: HISTORY, RESEARCH RESULTS, APPLICATIONS,
AND PROSPECTS

Abstract. A family of interior point algorithms for solving linear programming problems is considered. The results of their theoretical substantiation are given. Subsets of algorithms that have a linear, asymptotically independent of the parameters of the problem being solved rate of convergence, and a subset of algorithms that lead to relatively internal points of the set of optimal solutions are identified. The history of the creation and development of algorithms is described. New modifications of interior point algorithms are presented, which contain as a special case the previously developed algorithms.

Keywords: linear programming, linear inequalities, interior point algorithms.


FULL TEXT

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