Local Convergence Properties of New Methods in Linear Programming

DOI10.15807/JORSJ.33.22zbMATH Open0714.90059OpenAlexW631722187MaRDI QIDQ3200876FDOQ3200876

Authors: Takashi Tsuchiya, Kunio Tanabe 

Publication date: 1990

Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15807/jorsj.33.22

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zbMATH Keywords

interior point methodsNewton methoddual affine scaling methodlocal convergence propertiesmultiplicative barrier functionnegative centering direction

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cited In (14)

• Local behavior of the Newton method on two equivalent systems from linear programming
• Global convergence of the affine scaling methods for degenerate linear programming problems
• Local convergence of filter methods for equality constrained non-linear programming
• On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
• Determination of an interior feasible point for a system of linear constraints
• Degeneracy in interior point methods for linear programming: A survey
• A semilocal convergence analysis for Newton LP methods
• Finite convergence of an active signature method to local minima of piecewise linear functions
• Local data processing algorithms in linear systems. Asymptotic behavior. Algorithms with strong processing at the end
• Improving the rate of convergence of interior point methods for linear programming
• On the big \({\mathcal M}\) in the affine scaling algorithm
• Local approximability of max-min and min-max linear programs
• Quadratic convergence of the Iri-Imai algorithm for degenerate linear programming problems
• Les effets de l'exposant de la fonction barrière multiplicative dans les méthodes de points intérieurs

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