Linear Programming 38: Interior point methods - The central path

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Linear Programming 38: Interior point methods - The central path

Abstract: We introduce the central path interior point method for solving linear programs.

This video accompanies the class "Linear Programming and Network Flows" at Colorado State University

We are following the book "Understanding and Using Linear Programming" by Jirí Matoušek and Bernd Gärtner

Our course notes are available at
  1. Henry Adams
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Комментарии
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Awesome video and clear explanation, thank you very much!! 🙂

Mahmoud_Gabr
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I guess If the feasible region is unbounded, you will have an infinite maximum. No point in solving that.
I have two questions:
1. How do you make sure that the solution is moving centrally.
2 Is it mandatory that the solution lies on the center path only? I guess it can be anywhere inside the feasible region, why are we moving only centrally?

prashantpant
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Very clear explanations. Thanks. How do you draw those level curves for the central path of LP ? Is there a python or matlab code?

ncroc