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Convergence of the primal-dual Newton method for linear programming problems

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Publication:5932901
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zbMath0964.90024MaRDI QIDQ5932901

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Publication date: 18 June 2001

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)


zbMATH Keywords

linear programmingsteepest descentprimal-dual Newton method


Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Methods of quasi-Newton type (90C53)


Related Items (2)

Primal-dual Newton method with steepest descent for the linear semidefinite programming problem: iterative process ⋮ Primal-dual Newton method with steepest descent for the linear semidefinite programming problem: Newton's system of equations




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