Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming.
Irvin LustigRoy E. MarstenDavid F. ShannoPublished in: Math. Program. (1994)
Keyphrases
- algorithm for linear programming
- primal dual
- variational inequalities
- globally convergent
- affine scaling
- line search
- linear programming
- infeasible interior point
- linear program
- augmented lagrangian
- linear programming problems
- convex optimization
- approximation algorithms
- interior point methods
- convergence rate
- nonlinear programming
- semidefinite programming
- newton method
- autocalibration
- higher order
- image processing
- simplex method
- sensitivity analysis
- optimization problems
- lower bound
- objective function
- multiscale