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Re: [Help-glpk] Interior point
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From: |
Andrew Makhorin |
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Subject: |
Re: [Help-glpk] Interior point |
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Date: |
Tue, 4 Mar 2008 18:57:10 +0300 |
> Could someone please point me to the main document/reference(s) that
> were used for the current implementation of the interior point method in
> GLPK?
The glpk interior point solver is mainly based on the paper:
S. Mehrotra, "On the implementation of a primal-dual interior point
method," SIAM J. on Optim., 2(4), pp. 575-601, 1992.