The convergence of an interior-point method using modified search directions in final iterations

DOI10.1016/S0898-1221(02)00153-0zbMath1067.90124OpenAlexW1978194588MaRDI QIDQ1886472

Wei-Chung Wang

Publication date: 18 November 2004

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0898-1221(02)00153-0

zbMATH Keywords

Linear programmingInterior-point methodsConvergence analysisModified search directionsNormal equationsPreconditioned conjugate gradient

Mathematics Subject Classification ID

Linear programming (90C05) Interior-point methods (90C51)

Uses Software

• LIPSOL
• PCx
• PDNET

Cites Work

• Computational experience with a primal-dual interior point method for linear programming
• An interior-point method for multifractional programs with convex constraints
• Primal-dual methods for linear programming
• Path-Following Methods for Linear Programming
• On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
• Solving large-scale linear programs by interior-point methods under the Matlab^∗Environment^†
• Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
• Stability of Symmetric Ill-Conditioned Systems Arising in Interior Methods for Constrained Optimization
• Final iterations in interior point methods – preconditioned conjugate gradients and modified search directions
• Adaptive use of iterative methods in predictor-corrector interior point methods for linear programming
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: The convergence of an interior-point method using modified search directions in final iterations