QUADRATIC CONVERGENCE IN A PRIMAL-DUAL METHOD

被引：29

作者：

MEHROTRA, S

机构：

来源：

MATHEMATICS OF OPERATIONS RESEARCH | 1993年 / 18卷 / 03期

关键词：

D O I：

10.1287/moor.18.3.741

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We show that the Mizuno-Todd-Ye O(square-root n L) iteration predictor-corrector primal-dual interior-point algorithm for linear programming is quadratically convergent. Our proof does not assume that the problems be nondegenerate. We do not assume that the iterate generated by the algorithm be convergent, an assumption common to all previous asymptotic convergence analysis.

引用

页码：741 / 751

页数：11

共 21 条

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[2]

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