Interior point method, continued

In this post, we continue the design and analysis of an interior point method algorithm to solve a linear program that we started last time.

Strong duality for linear programs

In this post, we prove the strong duality theorem for linear programs, which says that if either the primal or dual is feasible, then their optimal values are equal.

Interior point method

In this post, we begin describing a basic interior point method to solve a linear program. We follow material from these notes by Professor Michel Goemans (relevant lectures are 6,7 and 8), filling in the details.