Article ID: | iaor19941915 |
Country: | Netherlands |
Volume: | 59 |
Issue: | 1 |
Start Page Number: | 1 |
End Page Number: | 21 |
Publication Date: | Mar 1993 |
Journal: | Mathematical Programming (Series A) |
Authors: | Megiddo Nimrod, Kojima Masakazu, Mizuno Shinji |
Keywords: | duality |
This paper proposes two sets of rules, Rule G and Rule P, for controlling step lengths in a generic primal-dual interior point method for solving the linear programming problem in standard form and its dual. Theoretically, Rule G ensures the global convergence, while Rule P, which is a special case of Rule G, ensures the O(