Now showing items 1-3 of 3
On the Convergence of an Inexact Primal-Dual Interior Point Method for Linear Programming
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 ...
A Review of Termination Rules of an Inexact Primal-Dual Interior Point Method for Linear Programming Problems
(Investigación Operacional, 2018)
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 ...
Application of a Class of Preconditioners to Large Scale Linear Programming Problems
In most interior point methods for linear programming, a sequence of weighted linear least squares problems are solved, where the only changes from one iteration to the next are the weights and the right hand side. The ...