Effective Big-M Procedures for Interior Point Methods

Ernst-Peter Beisel / Manfred Mendel

In this Paper we discuss phase-1 procedures for Interior Point Methods using a Big-M setting with fixed or non-fixed M. In 1993, Anderson proposed a phase-1 method based on the dual pure affine scaling method. We generalize his considerations to the general primal, dual and primal-dual case and propose numerically effective phase-1 methods. The numerical tests presented at the end of the paper give evidence for the effiency of the constructed methods.

Bergische Universitaet GHS Wuppertal, Germany April 2000

Contact: Peter.Beisel@math.uni-wuppertal .de


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