Abstract
This paper proposes a hybrid computational method (DIPS method) which works as a simplex method for solving a standard form linear program, and, simultaneously, as an interior point method for solving its dual. The DIPS method generates a sequence of primal basic feasible solutions and a sequence of dual interior feasible solutions interdependently. Along the sequences, the duality gap decreases monotonically. As a simplex method, it gives a special column selection rule satisfying an interesting geometrical property. Key Words: Linear programming, interior point method, simplex method.
