Quadratic convergence in a primal-dual method

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Abstract

We show that the Mizuno-Todd-Ye O(√nL) 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.
Original languageEnglish
Pages (from-to)741-751
JournalMathematics of Operations Research
Volume18
DOIs
StatePublished - 1993

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