A finite termination Mehrotra-type predictor-corrector algorithm

DOI10.1016/j.amc.2007.02.061zbMath1131.65052MaRDI QIDQ2383922

Maziar Salahi

Publication date: 19 September 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.02.061

zbMATH Keywords

convergence; interior point methods; linear optimization; Mehrotra-type predictor-corrector algorithms

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C05: Linear programming

90C51: Interior-point methods

Uses Software

• LOQO
• CPLEX
• Mosek
• LIPSOL
• PCx
• XPRESS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Polynomial time second order mehrotra-type predictor--corrector algorithms
• Postponing the choice of the barrier parameter in Mehrotra-type predictor-corrector algorithms
• On finding a vertex solution using interior point methods
• On Mehrotra-Type Predictor-Corrector Algorithms
• On the Implementation of a Primal-Dual Interior Point Method
• Solving large-scale linear programs by interior-point methods under the Matlab^∗Environment^†
• PCx: an interior-point code for linear programming
• LOQO:an interior point code for quadratic programming
• Convergence Conditions and Krylov Subspace--Based Corrections for Primal-Dual Interior-Point Method
• Interior Point Methods for Linear Optimization