Interior-Point Methods for Linear Optimization

Kees Roos

ABSTRACT

The aim of this article is to give an introduction to the recently developed interiorpoint methods. We restrict ourselves to the case of linear optimization. Much emphasis is put on the role of the central path of a problem, which plays a crucial role both in the theory and in the design of algorithms. The subject being extremely rich, some relevant references are given for topics that are not covered in this article.