Research on infeasible interior-point algorithms for linear and nonlinear programming. Final technical report, August 1995--August 1997

The current project is a renewal of the PI`s previous projects supported by the Department of Energy. The original funding period for this project was from August 15, 1995 to August 14, 1996. The expiration date of the project was extended at no cost to August 14, 1997 in order to ensure a adequate completion of the original scope of work within the available funds. During this extended project period, the PI moved from the University of Maryland Baltimore County to Rice University. The primary objective of the project was to bring a successful conclusion to an effort of transferring years of research into a freely available software package that are more accessible and user-friendly than then existing technologies in the field. Another objective of the project was to facilitate the transition of the PI`s research concentrations to other areas of practical importance: in particular, to the area of semidefinite programming where interior-point methodology has proven to be most promising. Both the objectives have been successfully accomplished. The software package LIPSOL, a centerpiece of the project, has recently been licensed to The MathWorks Inc. by the University of Maryland Baltimore County for planned incorporation into Matlab as the linear-program solver of Matlab. The PI has also made a number of contributions to the on-going research activities on semidefinite programming and other areas