Abstract
In the predictor-corrector method of Mizuno, Todd and Ye [1], the duality gap is reduced only at the predictor step and is kept unchanged during the corrector step. In this paper, we modify the corrector step so that the duality gap is reduced by a constant fraction, while the predictor step remains unchanged. It is shown that this modified predictor-corrector method retains the {Mathematical expression} iteration complexity as well as the local quadratic convergence property.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 83-91 |
| Number of pages | 9 |
| Journal | Computational Optimization and Applications |
| Volume | 3 |
| Issue number | 1 |
| DOIs | |
| State | Published - Mar 1994 |
Keywords
- interior point algorithms
- linear programming
- quadratic convergence