In this chapter, we define an interior-point method for linear programming that is called a path-following method. Recall that for the simplex method we required a two-phase solution procedure. The path-following method is a one-phase method. This means that the method can begin from a point that is neither primal nor dual feasible and it will proceed from there directly to the optimal solution.
CITATION STYLE
A path-following method. (2008). In International Series in Operations Research and Management Science (Vol. 114, pp. 303–318). Springer New York LLC. https://doi.org/10.1007/978-1-4757-5662-3_17
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