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Tutorial: Interior-point methods from scratch


May 31, 2018   02:00 PM — 03:30 PM

Mathieu Tanneau Polytechnique Montréal, Canada

This tutorial is aimed at a non-expert audience, and presents an overview of the core components of primal-dual interior-point methods for linear programming.

We introduce underlying theoretical concepts such as the primal-dual and barrier formulations, and the notion of central path. Practical aspects are also discussed, including linear algebra techniques and parallelization.

Finally, we point out the main pros and cons of interior-point algorithms, compared to the simplex method.

No prior knowledge of interior-point methods is required.

Supervisors: Miguel F. Anjos and Andrea Lodi

Link for registration:

Luciano Costa organizer
Matthieu Gruson organizer


Room 1360
André-Aisenstadt Building
Université de Montréal Campus
2920, chemin de la Tour
Montréal Québec H3T 1J4