A Review of Termination Rules of an Inexact Primal-Dual Interior Point Method for Linear Programming Problems

Baryamureeba, Venansius; Steihaug, Trond; El Ghami, Mohamed

A Review of Termination Rules of an Inexact Primal-Dual Interior Point Method for Linear Programming Problems

Files

A REVIEW OF TERMINATION RULES OF AN.pdf (267.14 KB)

Date

2018

Authors

Baryamureeba, Venansius

Steihaug, Trond

El Ghami, Mohamed

Publisher

Investigación Operacional

Abstract

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.

Keywords

Global convergence, Inexact search direction, Infeasible interior point algorithm, Linear optimization, Primal-dual

Citation

Baryamureeba, V., Steihaug, T., & El Ghami, M. (2018). A REVIEW OF TERMINATION RULES OF AN INEXACT PRIMAL-DUAL INTERIOR POINT METHOD FOR LINEAR PROGRAMMING PROBLEMS. Investigación Operacional, 39(3), 480-494.