III. Solving Linear Programs by Interior-Point Methods

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B–76 Optimization Methods — §10.2 A∆x = 0 AT∆π +∆σ = 0 X¯∆σ +Σ∆¯ x = −X¯Σ¯e −∆X∆Σe We would like to solve these m + 2n equations for the steps — the m + 2n ∆-values — but although all the terms on the left are linear in the steps, the term ∆X∆Σe on the right is nonlinear. So long as each ∆xj is small relative to x¯j and each ∆σj is small ...

  Linear, Step, Points, Solving, Equations, Interior, Solving linear, Interior point