(Investigación Operacional, 2018) Baryamureeba, Venansius; Steihaug, Trond; El Ghami, Mohamed
In this paper we apply the Inexact Newton theory on the perturbed KKT-conditions that are derived
from the Karush-Kuhn-Tucker optimality conditions for the standard linear optimization problem.
We discuss different formulations and accuracy requirements for the linear systems and show global
convergence properties of the method.