  Mehrotra's algorithm has been the most successful infeasible interior-point
algorithm for linear programming since 1990. Most popular interior-point
software packages for linear programming are based on Mehrotra's algorithm.
This paper proposes an alternative algorithm, arc-search infeasible
interior-point algorithm. We will demonstrate, by testing Netlib problems and
comparing the test results obtained by arc-search infeasible interior-point
algorithm and Mehrotra's algorithm, that the proposed arc-search infeasible
interior-point algorithm is a more efficient algorithm than Mehrotra's
algorithm.
