Stability of Linear Equations Solvers in Interior-Point Methods (Q4857584)

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scientific article; zbMATH DE number 821916
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Stability of Linear Equations Solvers in Interior-Point Methods
scientific article; zbMATH DE number 821916

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    Stability of Linear Equations Solvers in Interior-Point Methods (English)
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    30 June 1996
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    stability of linear equations solvers
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    linear complementarity problems
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    ill-conditioned matrix
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    numerical examples
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    primal-dual interior-point methods
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    linear programming
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    Gaussian elimination with pivoting
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    convergence
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    error analysis
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    superlinear convergence
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    path-following infeasible-interior-point algorithm
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