The purpose of this paper is to describe in detail an implementation of a primal-dual interior point method for solving linear programming problems. Preliminary computational results indicate that this implementation compares favorably with a comparable implementation of a dual affine interior point method, and with MINOS 5.0, a state-of-the-art implementation of the simplex method. INFORMS Journal on Computing , ISSN 1091-9856, was published as ORSA Journal on Computing from 1989 to 1995 under ISSN 0899-1499.
['Kevin McShane', 'Clyde L. Monma', 'David F. Shanno']
An Implementation of a Primal-Dual Interior Point Method for Linear Programming