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The interior point method

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The interior point method for linear programming has gained extraordinary interest as analternative to simplex method since Karmarkar presented a polynomial-time algorithm for linearprogramming based on interior point method. In implementation of the algorithm of this method, there aretwo important things that have impact heavily to performance of the algorithm; they are data structure andused method to solve linear equation system in the algorithm. This paper describes about solving linearequation system in variants of the algorithm called dual-affine scaling algorithm. Next, we evaluateexperimentally results of some used methods, either direct method or iterative method. The experimentalevaluation used Matlab.Keywords: Interior point method, dual-affine scaling algorithm, linear equation system, linearprogramming, matlabHendri Murfi*, T. Basaruddin**; * Jurusan Matematika FMIPA – Universitas Indonesia** Fakultas Ilmu Komputer – Universitas Indonesia