A quadratically convergent predictor-corrector method for solving linear programs from infeasible starting points

A quadratically convergent predictor-corrector method for solving linear programs from infeasible starting points

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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:
Abstract:

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 equ1 iteration complexity. If the ratio between feasibility and optimality at the starting points is small enough then the algortihm has equ2 iteration complexity. For feasible starting points the algorithm reduces to the Mizuno-Todd-Ye predictor-corrector method.

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