Q-superlinear convergence of the iterates in primal-dual interior-point methods
✍ Scribed by Florian A. Potra
- Publisher
- Springer-Verlag
- Year
- 2001
- Tongue
- English
- Weight
- 177 KB
- Volume
- 91
- Category
- Article
- ISSN
- 0025-5610
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📜 SIMILAR VOLUMES
This paper presents a method of sensitivity analysis on the cost coecients and the right-hand sides for most variants of the primal±dual interior point method. We ®rst de®ne an e-optimal solution to describe the characteristics of the ®nal solution obtained by the primal±dual interior point method.
provide an asymptotic analysis of a primal-dual algorithm for linear programming that uses modified search directions in the final iterations. The algorithm determines the search directions by solving the normal equations using the preconditioned conjugate gradient algorithm. Small dual slack variab