On the Superlinear and Quadratic Convergence of Primal-Dual Interior Point Linear Programming Algorithms

DOI10.1137/0802015zbMATH Open0763.90066OpenAlexW1986705183MaRDI QIDQ4018396FDOQ4018396

Authors: Yin Zhang, Richard Tapia, J. E. jun. Dennis 

Publication date: 16 January 1993

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1911/101672

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zbMATH Keywords

duality gapNewton's methodnondegeneracyconvergence rate analysis\(Q\)-superlinear convergenceinterior point primal-dual linear programming algorithms

Mathematics Subject Classification ID

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

Cited In (36)

• Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
• Semi-definite programming and quantum information
• \(Q\)-superlinear convergence of the iterates in primal-dual interior-point methods
• On the convergence rate of Newton interior-point methods in the absence of strict complementarity
• A Superlinearly Convergent Polynomial Primal-Dual Interior-Point Algorithm for Linear Programming
• Primal-dual nonlinear rescaling method with dynamic scaling parameter update
• A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming
• Convergence behavior of interior-point algorithms
• On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
• Near boundary behavior of primal-dual potential reduction algorithms for linear programming
• Degeneracy in interior point methods for linear programming: A survey
• Inexact primal-dual interior point iteration for linear programs in function spaces
• Quadratic convergence of a long-step interior-point method for nonlinear monotone variational inequality problems
• A primal-dual interior-point method for linear programming based on a weighted barrier function
• On interior-point Newton algorithms for discretized optimal control problems with state constraints^∗
• Title not available (Why is that?)
• Primal-dual nonlinear rescaling method for convex optimization
• Local Superlinear Convergence of Polynomial-Time Interior-Point Methods for Hyperbolicity Cone Optimization Problems
• On the formulation and theory of the Newton interior-point method for nonlinear programming
• Interior point methods for optimal control of discrete time systems
• Superlinear convergence of infeasible-interior-point methods for linear programming
• Superlinear convergence of interior-point algorithms for semidefinite programming
• On the convergence of a predictor-corrector variant algorithm
• Primal-dual Newton-type interior-point method for topology optimization
• A superlinearly convergent wide-neighborhood predictor-corrector interior-point algorithm for linear programming
• On the convergence of primal-dual interior-point methods with wide neighborhoods
• Improving the rate of convergence of interior point methods for linear programming
• Quadratic convergence of potential-reduction methods for degenerate problems
• Calmness of linear constraint systems under structured perturbations with an application to the path-following scheme
• Theoretical convergence of large-step primal-dual interior point algorithms for linear programming
• Polynomial Interior Point Cutting Plane Methods
• A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming
• A quadratically convergent scaling newton’s method for nonlinear complementarity problems
• A step-truncated method in a wide neighborhood interior-point algorithm for linear programming
• Superlinear convergence of primal-dual interior point algorithms for nonlinear programming
• Linear programming with stochastic elements: An on-line approach

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