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On the Convergence of an Inexact Primal-Dual Interior Point Method for Linear Programming
(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 ...
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
(Springer, 1999)
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 ...