Alternative Method of Solution for LP Problem

Linear programming (LP) stands for an optimization of a linear objective function, subject to linear and non-negativity constraints. For this purpose many methods for LP emerged. The best known is Simplex Method. Another group of methods for LP is represented by Interior Point Methods (IPM). These methods are based on interior points of feasible region of a problem, while Simplex Method uses basic feasible solution of a problem. This thesis focuses on theoretical background of IPM and brings it into relation with algorithms based on IPM. KKT system and its significance are included and the algorithm solving Linear Complementarity Problem is discussed as well. In this thesis, two algorithms based on IPM are introduced and used for solving a sample LP problem