On the Quadratic Convergence of the Simplified Mizuno-Todd-Ye Algorithm for Linear Programming

Abstract

It is known that the Mizuno-Todd-Ye predictor-corrector primaldual Newton interior-point method generates a duality-gap sequence which converges quadratically to zero, and this is accomplished with an iteration complexity of O (square root of n L).

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1994
Accession Number
ADA445377

Entities

People

  • Clovis C. Gonzaga
  • Richard A. Tapia

Organizations

  • Rice University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Applied Mathematics
  • Computer Programming
  • Convergence
  • Evolutionary Algorithms
  • Heuristic Methods
  • Information Operations
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Numbers
  • Operations Research
  • Simplex Method
  • Square Roots

Fields of Study

  • Mathematics

Readers

  • Operations Research