Convergence behavior of interior-point algorithms (Q689124)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Convergence behavior of interior-point algorithms |
scientific article |
Statements
Convergence behavior of interior-point algorithms (English)
0 references
6 December 1993
0 references
The author establishes that many interior point algorithms for linear programming generate a solution sequence in which every limit point satisfies the strict complementarity condition. Each limit point maximizes the number of its nonzero components among all solutions.
0 references
interior point algorithms
0 references
strict complementarity condition
0 references