Article ID: | iaor19961396 |
Country: | Netherlands |
Volume: | 67 |
Issue: | 3 |
Start Page Number: | 383 |
End Page Number: | 406 |
Publication Date: | Dec 1994 |
Journal: | Mathematical Programming (Series A) |
Authors: | Potra Florian A. |
A predictor-corrector method for solving linear programs from infeasible starting points is analyzed. The method is quadratically convergent and can be combined with Ye's finite termination scheme under very general assumptions. If the starting points are large enough then the algorithm has