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Some New Results Concerning the Primal-Dual Path-Following Interior Point Algorithm for Linear Programming

Abstract:

The Primal-Dual (PD) path-following interior point algorithm for solving Linear Programming (LP) problems is considered. Firstly, we investigate its convergence and complexity properties when a new long-step linesearch procedure suggested by M. J. D.Powell is employed. Assuming that a primal-dual strictly feasible starting point is available and that the centring parameters are bounded away from zero, we show that the duality gap of the iterates tends to zero, thereby proving that the limit p...

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Publication date:
2005-04-05
URN:
uuid:ae806045-6fb3-453b-bfb3-8ea263220c9b
Local pid:
oai:eprints.maths.ox.ac.uk:1147

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