A REVIEW OF TERMINATION RULES OF AN INEXACT PRIMAL-DUAL INTERIOR POINT METHOD FOR LINEAR PROGRAMMING PROBLEMS

Authors

  • Venansius Baryamureeba Uganda Technology and Management University (UTAMU)
  • Trond Steihaug University of Bergen
  • Mohamed El Ghami Nord University

Keywords:

global convergence, inexact search direction, infeasible interior point algorithm, linear optimization, primal-dual

Abstract

In this paper we apply the Inexact Newton theory on the perturbed KKT-conditions that are derived from the Karush-Kuhn-Tucker optimality conditions for the standard linear optimization problem. We discuss different formulations and accuracy requirements for the linear systems and show global convergence properties of the method.

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Published

2023-04-12

How to Cite

Baryamureeba, V., Steihaug, T., & El Ghami, M. (2023). A REVIEW OF TERMINATION RULES OF AN INEXACT PRIMAL-DUAL INTERIOR POINT METHOD FOR LINEAR PROGRAMMING PROBLEMS. Investigación Operacional, 39(3). Retrieved from https://revistas.uh.cu/invoperacional/article/view/3984

Issue

Vol. 39 No. 3 (2018): SPECIAL ISSUE ON VARIATIONAL ANALYSIS ON HOMAGE TO THE 70TH ANNIVERSARY OF BORIS MURDUKHOVICH

Section

Articles

License

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

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