[Clp] Interior point of face of optimum solutions to an LP.

Victor Griffin victorgriffin77 at gmail.com
Tue Mar 15 16:54:47 EDT 2016


I would like to know if there is some way for CLP to deliver an interior
point of the face of optimum solutions to an LP (In other words primal and
dual optimum solutions which satisfy strict complementary slackness
conditions).  In Mehrotra and Ye's paper entitled "Finding an interior
point in the optimal face of linear programs" published in 1992, the
algorithm therein described produces such a point.  Does the interior point
algorithm based on the predictor/corrector method of Mehrotra used in CLP
also produce such a point or does it always produce an extreme point?  Is
it possible for the  primal or dual simplex methods used in CLP to produce
an interior point of the face of optimum solutions?  If none of the CLP
 algorithms  produces such a point,  does anyone know how to modify CLP to
do so or does anyone know any other open software solution which is already
able to do so?

Thanks
Victor Griffin
victorgriffin77 at gmail.com
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