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On the Convergence of a Primal-Dual Second-0rder Corrector Interior Point Algorithm for Linear Programming

Abstract:

The Primal-Dual Second Order Corrector (PDSOC) algorithm that we investigate computes on each iteration a corrector direction in addition to the direction of the standard primal-dual path-following interior point method (Kojima et al, 1989) for Linear Programming (LP), in an attempt to improve performance. The corrector is multiplied by the square of the stepsize in the expression of the new iterate. While the outline of the PDSOC algorithm is known (Zhang et al, 1995), we present a substanti...

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Coralia Cartis More by this author
Publication date:
2005-03-05
URN:
uuid:faa8514e-9b6a-4ec2-bcbb-6d9007e6482d
Local pid:
oai:eprints.maths.ox.ac.uk:1149

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