An extension of predictor-corrector algorithm to a class of convex separable program
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It is shown that a modification of the Mizuno-Todd-Ye predictor-corrector method reduces the duality gap by a constant factor in each corrector step. This result is applicable for convex separable programming.
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Cites work
- A polynomial-time algorithm, based on Newton's method, for linear programming
- An algorithm for linear programming which requires \(O(((m+n)n^ 2+(m+n)^{1.5}n)L)\) arithmetic operations
- An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence
- scientific article; zbMATH DE number 4164543 (Why is no real title available?)
- scientific article; zbMATH DE number 766486 (Why is no real title available?)
- Interior path following primal-dual algorithms. I: Linear programming
- Interior path following primal-dual algorithms. II: Convex quadratic programming
- On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
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