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

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2018

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Investigación Operacional

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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.

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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.

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http://www.invoperacional.uh.cu/index.php/InvOp/article/viewFile/621/583
 https://nru.uncst.go.ug/handle/123456789/4209

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