Further Development of a Primal-Dual Interior Point Method

The paper continues the development of a primal-dual interior point algorithm for linear programming. The topics studied include simple bounds on primal variables, incorporation of Lustig's phase 1 algorithm and the use of Schur complements to handle dense columns. Extensive numerical results demonstrate the efficiency of the resulting algorithm.

INFORMS Journal on Computing, ISSN 1091-9856, was published as ORSA Journal on Computing from 1989 to 1995 under ISSN 0899-1499.