Andersen, Erling D.; Ye, Yinyu - In: Management Science 42 (1996) 12, pp. 1719-1731
We propose a new approach to combine linear programming (LP) interior-point and simplex pivoting algorithms. In any iteration of an interior-point algorithm we construct a related LP problem, which approximates the original problem, with a known (strictly) complementary primal-dual solution...