Accession Number:

ADA453879

Title:

On the Convergence of the Mizuno-Todd-Ye Algorithm to the Analytic Center of the Solution Set

Descriptive Note:

Corporate Author:

RICE UNIV HOUSTON TX DEPT OF COMPUTATIONAL AND APPLIED MATHEMATICS

Report Date:

1994-09-01

Pagination or Media Count:

32.0

Abstract:

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.

Subject Categories:

  • Numerical Mathematics
  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE