On the Convergence of the Mizuno--Todd--Ye Algorithm to the Analytic Center of the Solution Set
From MaRDI portal
Publication:3124036
DOI10.1137/S1052623493243557zbMath0870.90081OpenAlexW1994960553MaRDI QIDQ3124036
Richard A. Tapia, Clóvis C. Gonzaga
Publication date: 11 March 1997
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623493243557
quadratic convergenceinterior point algorithmspolynomial complexityanalytic centerpredictor-corrector algorithmcentral path
Numerical mathematical programming methods (65K05) Numerical methods based on necessary conditions (49M05) Linear programming (90C05)
Related Items
Fast convergence of the simplified largest step path following algorithm, The largest step path following algorithm for monotone linear complementarity problems, Primal-dual target-following algorithms for linear programming, A primal-dual algorithm for unfolding neutron energy spectrum from multiple activation foils, A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for symmetric optimization with the arc-search strategy, On the uniqueness of optimal strategies in symmetric matrix games, Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem