On the Convergence of the Mizuno-Todd-Ye Algorithm to the Analytic Center of the Solution Set
RICE UNIV HOUSTON TX DEPT OF COMPUTATIONAL AND APPLIED MATHEMATICS
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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.
- Numerical Mathematics
- Computer Programming and Software