Convergence Analysis of the Inexact Infeasible Interior-Point Method for Linear Optimization
نویسندگان
چکیده
منابع مشابه
Convergence Analysis of the Inexact Infeasible Interior-Point Method for Linear Optimization
We present the convergence analysis of the inexact infeasible pathfollowing (IIPF) interior-point algorithm. In this algorithm, the preconditioned conjugate gradient method is used to solve the reduced KKT system (the augmented system). The augmented system is preconditioned by using a block triangular matrix. The KKT system is solved approximately. Therefore, it becomes necessary to study the ...
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In this paper we present the convergence analysis of the inexact infeasible path-following (IIPF) interior point algorithm. In this algorithm the preconditioned conjugate gradient method is used to solve the reduced KKT system (the augmented system). The augmented system is preconditioned by using a block triangular matrix. The KKT system is solved approximately. Therefore, it becomes necessary...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2008
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-008-9500-5