Browsing by Author "El Ghami, Mohamed"
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Item A Review of Termination Rules of an Inexact Primal-Dual Interior Point Method for Linear Programming Problems(Investigación Operacional, 2018) Baryamureeba, Venansius; Steihaug, Trond; El Ghami, MohamedIn 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.