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
URL:
http://dx.doi.org/10.1007/BF01582151
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