Asymptotic convergence in a generalized predictor-corrector method

DOI10.1007/BF02592143MaRDI QIDQ1352296zbMATH OpenFDO

Authors Sanjay Mehrotra

Publication date 18 August 1997

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

asymptotic convergenceasymptotic convergence propertiesgeneralized predictor-corrector methodprimal-dual affine scaling

Mathematics Subject Classification ID

Linear programming (90C05)

Recommendations

• On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
• scientific article; zbMATH DE number 954673
• A Mehrotra-type predictor-corrector algorithm with polynomiality and \(Q\)-subquadratic convergence
• Quadratic Convergence in a Primal-Dual Method

Cites work

• scientific article; zbMATH DE number 3121284 (Why is no real title available?)
• scientific article; zbMATH DE number 4089320 (Why is no real title available?)
• A Centered Projective Algorithm for Linear Programming
• A polynomial-time algorithm for a class of linear complementarity problems
• A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming
• An \(O(n^ 3L)\) potential reduction algorithm for linear programming
• Computational experience with a primal-dual interior point method for linear programming
• Finding an interior point in the optimal face of linear programs
• Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives
• Interior path following primal-dual algorithms. I: Linear programming
• Iterative Solution of Nonlinear Equations in Several Variables
• On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
• On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
• On finding a vertex solution using interior point methods
• On the Implementation of a Primal-Dual Interior Point Method
• On the finite convergence of interior-point algorithms for linear programming
• Quadratic Convergence in a Primal-Dual Method
• The Mehrotra Predictor-Corrector Interior-Point Method As a Perturbed Composite Newton Method

Cited in

(6)

• The error behaviour of a general class of predictor-corrector methods
• Limiting behavior of weighted central paths in linear programming
• A Mehrotra-type predictor-corrector algorithm with polynomiality and \(Q\)-subquadratic convergence
• On the convergence of a predictor-corrector variant algorithm
• Mehrotra-type predictor-corrector algorithms for sufficient linear complementarity problem
• A superquadratic infeasible-interior-point method for linear complementarity problems

This page was built for publication: Asymptotic convergence in a generalized predictor-corrector method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1352296)