Quadratic Convergence in a Primal-Dual Method

DOI10.1287/MOOR.18.3.741MaRDI QIDQ3140544zbMATH OpenOpenAlexFDO

Authors Sanjay Mehrotra

Publication date 28 November 1993

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.18.3.741

zbMATH Keywords

asymptotic convergence analysispredictor- corrector primal-dual interior-point algorithmquadratic convergence

Mathematics Subject Classification ID

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

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Cited in

(28)

• On the analyticity of underlying HKM paths for monotone semidefinite linear complementarity problems
• On quadratic convergence of the \(O(\sqrt nL)\)-iteration homogeneous and self-dual linear programming algorithm
• Degeneracy in interior point methods for linear programming: A survey
• Finding an interior point in the optimal face of linear programs
• On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
• A primal-dual affine-scaling potential-reduction algorithm for linear programming
• Limiting behavior of weighted central paths in linear programming
• Asymptotic convergence in a generalized predictor-corrector method
• Fast convergence of the simplified largest step path following algorithm
• The largest step path following algorithm for monotone linear complementarity problems
• On the convergence of primal-dual interior-point methods with wide neighborhoods
• A quadratically convergent predictor-corrector method for solving linear programs from infeasible starting points
• Quadratic convergence of the Iri-Imai algorithm for degenerate linear programming problems
• A unified approach to infeasible-interior-point algorithms via geometrical linear complementarity problems
• Superlinear convergence of the affine scaling algorithm
• A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming
• A primal-dual algorithm for unfolding neutron energy spectrum from multiple activation foils
• On the Convergence of the Mizuno--Todd--Ye Algorithm to the Analytic Center of the Solution Set
• On the Quadratic Convergence of the Simplified Mizuno--Todd--Ye Algorithm for Linear Programming
• Local Superlinear Convergence of Polynomial-Time Interior-Point Methods for Hyperbolicity Cone Optimization Problems
• scientific article; zbMATH DE number 1054749 (Why is no real title available?)
• scientific article; zbMATH DE number 776088 (Why is no real title available?)
• A New Iteration-Complexity Bound for the MTY Predictor-Corrector Algorithm
• Corrector-predictor methods for sufficient linear complementarity problems
• Quadratic convergence of potential-reduction methods for degenerate problems
• Asymptotic behavior of underlying NT paths in interior point methods for monotone semidefinite linear complementarity problems
• Asymptotic behavior of helmberg-kojima-Monteiro (HKM) paths in interior-point methods for monotone semidefinite linear complementarity problems: General theory
• Underlying paths in interior point methods for the monotone semidefinite linear complementarity problem

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