Linear Programming 37: Interior point methods
Abstract: We introduce interior point methods, which often give polynomial time algorithms for solving linear programs, and which are sometimes competitive with the simplex method on large linear programs.
This video accompanies the class "Linear Programming and Network Flows" at Colorado State University
https://www.math.colostate.edu/~adams/teaching/math510fall2020/
We are following the book "Understanding and Using Linear Programming" by Jirí Matoušek and Bernd Gärtner
https://link.springer.com/book/10.1007/978-3-540-30717-4
Our course notes are available at
https://www.math.colostate.edu/~adams/teaching/math510fall2020/LinearProgrammingNotes.pdf
