Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives

DOI10.1137/0803036zbMath0794.90043OpenAlexW2059102393MaRDI QIDQ4277508

David F. Shanno, Irvin J. Lustig, John M. Mulvey, Tamra J. Carpenter

Publication date: 24 February 1994

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0803036

zbMATH Keywords

level-\(m\) composite Newton interior point methodMehrotra's predictor-corrector methodmultiple correcting procedure

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20) Linear programming (90C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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