A review of termination rules of an inexact primal-dual interior point method for linear programming problems

MaRDI QIDQ5158552zbMATH OpenFDO

Authors Venansius Baryamureeba, Trond Steihaug, M. El Ghami

Publication date 25 October 2021

Full work available at URL http://archives-web.univ-paris1.fr/rev-inv-ope/fileadmin/rev-inv-ope/files/39318/39318-11.pdf

zbMATH Keywords

global convergenceprimal-duallinear optimizationinexact search directioninfeasible interior point algorithm

Mathematics Subject Classification ID

Linear programming (90C05) Interior-point methods (90C51)

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Cites work

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• A Preconditioner for Linear Systems Arising From Interior Point Optimization Methods
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• Convergence analysis of an inexact feasible interior point method for convex quadratic programming
• Convergence analysis of inexact infeasible-interior-point algorithms for solving linear programming problems
• Convergence analysis of the inexact infeasible interior-point method for linear optimization
• Convergence of a class of inexact interior-point algorithms for linear programs
• Feasibility issues in a primal-dual interior-point method for linear programming
• Global and polynomial-time convergence of an infeasible-interior-point algorithm using inexact computation.
• Inexact Newton Methods
• Inexact interior-point method
• Inexact primal-dual interior point iteration for linear programs in function spaces
• Large-Scale Scientific Computing
• Local path-following property of inexact interior methods in nonlinear programming
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods

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• Large-Scale Scientific Computing

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• PDNET

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