Convergence of a Class of Inexact Interior-Point Algorithms for Linear Programs

DOI10.1287/MOOR.24.1.50zbMath0977.90021OpenAlexW2084461590MaRDI QIDQ2757582

Roland W. Freund, Shinji Mizuno, Florian Jarre

Publication date: 26 November 2001

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.24.1.50

zbMATH Keywords

convergencelinear systemresiduallinear programinfeasible-interior-point methodinexact search direction

Mathematics Subject Classification ID

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

Related Items (11)

Fast convergence of an inexact interior point method for horizontal complementarity problems ⋮ Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy ⋮ Unnamed Item ⋮ A QMR-based interior-point algorithm for solving linear programs ⋮ A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods ⋮ The \(Q\) method for second order cone programming ⋮ Solving scalarized multi-objective network flow problems using an interior point method ⋮ Local path-following property of inexact interior methods in nonlinear programming ⋮ Convergence analysis of the inexact infeasible interior-point method for linear optimization ⋮ Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning ⋮ Unnamed Item

Uses Software

• PDNET

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