On the Convergence of an Inexact Primal-Dual Interior Point Method for Linear Programming
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Date
2005
Journal Title
Journal ISSN
Volume Title
Publisher
Springer
Abstract
The inexact primal-dual interior point method which is discussed
in this paper chooses a new iterate along an approximation to the
Newton direction. The method is the Kojima, Megiddo, andMizuno globally
convergent infeasible interior point algorithm. The inexact variation
is shown to have the same convergence properties accepting a residue in
both the primal and dual Newton step equation also for feasible iterates.
Description
Keywords
Convergence, Primal-Dual Interior Point Method, Linear Programming
Citation
Baryamureeba, V., & Steihaug, T. (2005, June). On the convergence of an inexact primal-dual interior point method for linear programming. In International Conference on Large-Scale Scientific Computing (pp. 629-637). Springer, Berlin, Heidelberg.