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  • Articles: DFG German National Licenses  (1)
  • Infeasible-interior-point algorithm  (1)
  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 61 (1993), S. 263-280 
    ISSN: 1436-4646
    Keywords: Infeasible-interior-point algorithm ; interior-point algorithm ; primal—dual algorithm ; linear program ; large step ; global convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract As in many primal—dual interior-point algorithms, a primal—dual infeasible-interior-point algorithm chooses a new point along the Newton direction towards a point on the central trajectory, but it does not confine the iterates within the feasible region. This paper proposes a step length rule with which the algorithm takes large distinct step lengths in the primal and dual spaces and enjoys the global convergence.
    Type of Medium: Electronic Resource
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