Browsing Engineering and Technology by Subject "Convergence"

Now showing items 1-1 of 1

On the Convergence of an Inexact Primal-Dual Interior Point Method for Linear Programming

Baryamureeba, Venansius; Steihaug, Trond (Springer, 2005)

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 ...