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...

Descrizione completa

Dettagli Bibliografici
Autore principale: Cartis, C
Natura: Report
Pubblicazione: Unspecified 2005