On the Convergence of the Mizuno-Todd-Ye Algorithm to the Analytic Center of the Solution Set
Abstract
In this work we demonstrate that the Miznno-Todd-Ye predictor- corrector primal-dual interior-point method for linear programming generates iteration sequences that converge to the analytic center of the sollition set.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1994
- Accession Number
- ADA453879
Entities
People
- Clovis C. Gonzaga
- Richard A. Tapia
Organizations
- Rice University