On the convergence of an inexact primal-dual interior point method for linear programming

Authors:
Venansius Baryamureeba;Trond Steihaug
Affiliations:
Department of Informatics, University of Bergen, Bergen, Norway;Department of Informatics, University of Bergen, Bergen, Norway
Venue:
LSSC'05 Proceedings of the 5th international conference on Large-Scale Scientific Computing
Year:
2005

Citing 4
Cited 0

A primal-dual infeasible-interior-point algorithm for linear programming

Mathematical Programming: Series A and B
Inexact primal-dual interior point iteration for linear programs in function spaces

Computational Optimization and Applications
Inexact interior-point method

Journal of Optimization Theory and Applications
Convergence of a Class of Inexact Interior-Point Algorithms for Linear Programs

Mathematics of Operations Research

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Abstract

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, and Mizuno globally convergent infeasible interior point algorithm. The inexact variation is shown to have the same convergence properties accepting a residue in both the primal and dual Newton step equation also for feasible iterates.