Introducing Interior-Point Methods for Introductory Operations Research Courses and/or Linear Programming Courses

ABSTRACT

In recent years the introduction and development of Interior-Point Methods has had a profound impact on optimization theory as well as practice, influencing the field of Operations Research and related areas. Development of these methods has quickly led to the design of new and efficient optimization codes particularly for Linear Programming. Consequently, there has been an increasing need to introduce theory and methods of this new area in optimization into the appropriate undergraduate and first year graduate courses such as introductory Operations Research and/or Linear Programming courses, Industrial Engineering courses and Math Modeling courses. The objective of this paper is to discuss the ways of simplifying the introduction of Interior-Point Methods for students who have various backgrounds or who are not necessarily mathematics majors.

Keywords:

Interior-point methods, simplex method, Newton’s method, linear programming, optimization, operations research, teaching issues.