Some New Results Concerning the Primal-Dual Path-Following Interior Point Algorithm for Linear Programming
The Primal-Dual (PD) path-following interior point algorithm for solving Linear Programming (LP) problems is considered. Firstly, we investigate its convergence and complexity properties when a new long-step linesearch procedure suggested by M. J. D.Powell is employed. Assuming that a primal-dual st...
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Natura: | Report |
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Unspecified
2005
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