On the Convergence of an Inexact Primal-Dual Interior Point Method
for Linear Programming
Venansius Baryamureeba and Trond Steihaug
Reports in Informatics No. 188, March 2000, Department of
Informatics, University of Bergen, Norway.
Abstract
The inexact primal-dual interior point method which is discussed in
this paper chooses a new iterate along an approximation to the Newton
direction. The method is the Kojima, Megiddo, and Mizuno globally
convergent infeasible interior point algorithm The inexact variation
is shown to have the same convergence properties accepting a residual
in both the primal and dual Newton step equation also for feasible
iterates.
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