A Review of Termination Rules of an Inexact Primal-Dual Interior Point Method for Linear Programming Problems
El Ghami, Mohamed
MetadataShow full item record
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.