Abstract
The inexact primal-dual interior point method which is discussed in this paper chooses a new iterate along an approximation to the Newton direction. The method is the Kojima, Megiddo, and Mizuno globally convergent infeasible interior point algorithm. The inexact variation is shown to have the same convergence properties accepting a residue in both the primal and dual Newton step equation also for feasible iterates.
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© 2006 Springer-Verlag Berlin Heidelberg
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Baryamureeba, V., Steihaug, T. (2006). On the Convergence of an Inexact Primal-Dual Interior Point Method for Linear Programming. In: Lirkov, I., Margenov, S., Waśniewski, J. (eds) Large-Scale Scientific Computing. LSSC 2005. Lecture Notes in Computer Science, vol 3743. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11666806_72
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DOI: https://doi.org/10.1007/11666806_72
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-31994-8
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