The literature in the field of interior point methods for Linear Programming has been almost exclusively algorithmic oriented. Very few contributions have been made towards the theory of Linear Programming itself. In particular none of them offer a simple, self-contained introduction to the theory of Linear Programming and linear inequalities. The purpose of this paper is to show that the interior point methodology can be used to introduce the field of Linear Programming. Starting from scratch, and using only elementary results from calculus and linear algebra, we prove that for every value of the barrier parameter, the logarithmic barrier function for the primal-dual problem has a unique minimizer, and that the path of these minimizers (the central path) converges to a strictly complementary pair of optimal solutions. These results were proved more than a decade ago with advanced mathematical arguments. Our proofs are new: they are also simpler and often more natural than the ones currently known. They provide a new approach to the fundamental results of Linear Programming, including the existence of a strictly complementary solution, and the strong duality theorem.
In exact arithmetic, the simplex method applied to a particular linear programming problem instance with real data either shows that it is infeasible, shows that its dual is infeasible, or generates optimal solutions to both problems. Most interior-...
Download Zip 🗸🗸🗸 https://t.co/Votu18ZIUG
In semidefinite programming (SDP), unlike in linear programming, Farkas' lemma may fail to prove infeasibility. Here we obtain an exact, short certificate of infeasibility in SDP by an elementary approach: we reformulate any equality constrained ...
The classical theory of linear programming strongly depends on the fact that among the optimal solutions of an LP-problem there is always a vertex solution. In many situations the analysis is complicated by the fact that this vertex solution may not be unique. The recent research in the field of interior point methods for LP has made clear that every (solvable) LP-problem has a unique socalled central solution, namely the analytic center of the optimal facet of the problem. In this paper we reconsider the theory of LP by using central solutions. The analysis is facilitated by the unicity of the central solution of an LP-problem. Starting from scratch, using an elementary result from calculus, we present new proofs of the fundamental results of LP. These include the existence of a strictly complementary solution, and the strong duality theorem for LP. The proofs are simpler and often more natural than the ones currently known. It turns out that the central solution of an LP-problem is the limit point of the socalled central path of the problem. Based on this observation an algorithm will be derived which approximately follows the central path. The output of this algorithm is an approximation of the central solution. It also gives us the optimal partition of the problem. We finally deal with the topic of parametric analysis. So we investigate the dependence of the central solution on the right hand side coefficients and/or the coefficients in the objective vector. It turns out that also from the parametric point of view the interior point approach is more natural than the usual simplex based approach.
df19127ead