MATRICES ESCALONADAS Y METODOS PRIMAL DUAL DE PUNTO INTERIOR

Abstract

Given a general linear programming model, the set of rows of the matrix A is partitioned in two subsets,
B1 and B2, which allows an interior point primal dual algorithm to deal with matrices of lower order. The
normal equation associated with these methods takes the form .bxBDB t
1
2
1 = Matrix B2 is used in the
calculation of D2. The ultimated purpose of the paper is the application of this result to a particular class
of staircase matrices.