III. Solving Linear Programs by Interior-Point Methods

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Draft of August 26, 2005 B–75 We can regard the interior points (x,¯ π,¯ σ)¯ of this system to be those that satisfy the inequalities strictly: x >¯ 0, σ >¯ 0. Our goal is to show how interior-point methods can generate a series of such points that tend toward a solution of the

  Points, Interior, Interior point