Monotonicity of Primal and Dual Objective Values in Primal-dual Interior-point Algorithms

DOI10.1137/0804034MaRDI QIDQ4308558zbMATH OpenOpenAlexFDO

Authors Shinji Mizuno, Michael J. Todd, Levent Tunçel

Publication date 4 October 1994

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

Full work available at URL https://hdl.handle.net/1813/8899

zbMATH Keywords

interior point methodsprimal-dual algorithmscentering component

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05)

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(1)

• A new potential reduction algorithm for smooth convex programming

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