Convergence Conditions and Krylov Subspace--Based Corrections for Primal-Dual Interior-Point Method

DOI10.1137/S1052623403431494zbMath1077.90078MaRDI QIDQ5317516

Zhifeng Li, Sanjay Mehrotra

Publication date: 16 September 2005

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

zbMATH Keywords

convergencelinear programKrylov subspaceprimal-dual interior-point methodinexact search direction

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Interior-point methods (90C51)

Related Items (9)

A finite termination Mehrotra-type predictor-corrector algorithm ⋮ Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming ⋮ Postponing the choice of the barrier parameter in Mehrotra-type predictor-corrector algorithms ⋮ Optimized choice of parameters in interior-point methods for linear programming ⋮ Mehrotra-type predictor-corrector algorithm revisited ⋮ Computational experience with a modified potential reduction algorithm for linear programming ⋮ Further development of multiple centrality correctors for interior point methods ⋮ Quasi-Newton approaches to interior point methods for quadratic problems ⋮ Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning

Uses Software

• PCx
• PDNET

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