On the Convergence of the Mizuno--Todd--Ye Algorithm to the Analytic Center of the Solution Set

Authors:
Clovis C. Gonzaga;Richard A. Tapia
Affiliations:
-;-
Venue:
SIAM Journal on Optimization
Year:
1997

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Abstract

In this work we demonstrate that the Mizuno--Todd--Ye predictor-corrector primal-dual interior-point method for linear programming generates iteration sequences that converge to the analytic center of the solution set.