On the Convergence of the Iteration Sequence in Primal-Dual Interior-Point Methods
This research is concerned with the convergence of the iteration sequence generated by a primal-dual interior-point method for linear programming. It is known that this sequence converges when both the primal and the dual problems have unique solutions. However, convergence for general problems has been an open question now for quite some time. In this work we demonstrate that for general problems, under mild conditions, the iteration sequence converges.
Citable link to this pagehttps://hdl.handle.net/1911/101725
MetadataShow full item record
- CAAM Technical Reports