Convergence Analysis of Inexactinfeasible - Interior - Point - Algorithms for Solvinglinear Programming
نویسنده
چکیده
In this paper we present a convergence analysis for some inexact (polynomial) variants of the infeasible-interior-point-algorithm of Kojima, Megiddo and Mizuno. For this analysis we assume that the iterates are bounded. The new variants allow the use of search directions that are calculated from the deening linear system with only moderate accuracy, e.g. via the use of Krylov subspace methods like CG or QMR. Furthermore, some numerical results for the proposed methods are given.
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