On the convergence of a primal-dual second-order corrector interior point algorithm for linear programming
The Primal-Dual Second Order Corrector (PDSOC) algorithm that we investigate computes on each iteration a corrector direction in addition to the direction of the standard primal-dual path-following interior point method (Kojima et al, 1989) for Linear Programming (LP), in an attempt to improve perfo...
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| Format: | Report |
| Language: | English |
| Published: |
2005
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