Local Convergence Properties of New Methods in Linear Programming

DOI10.15807/JORSJ.33.22zbMath0714.90059OpenAlexW631722187MaRDI QIDQ3200876

Kunio Tanabe, Takashi Tsuchiya

Publication date: 1990

Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15807/jorsj.33.22

zbMATH Keywords

Newton methodinterior point methodsdual affine scaling methodlocal convergence propertiesmultiplicative barrier functionnegative centering direction

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (7)

Quadratic convergence of the Iri-Imai algorithm for degenerate linear programming problems ⋮ Global convergence of the affine scaling methods for degenerate linear programming problems ⋮ Improving the rate of convergence of interior point methods for linear programming ⋮ Determination of an interior feasible point for a system of linear constraints ⋮ Degeneracy in interior point methods for linear programming: A survey ⋮ On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP ⋮ On the big \({\mathcal M}\) in the affine scaling algorithm

This page was built for publication: Local Convergence Properties of New Methods in Linear Programming