Coralia Cartis

On the Convergence of a Primal-Dual Second-Order Corrector Interior Point Algorithm for Linear Programming

  • Coralia Cartis
    • Categories Linear Programming Tags ,

    The Primal-Dual Second Order Corrector (PDSOC) algorithm that we investigate computes on each iteration a corrector direction in addition to the direction of the standard primal-dual path-following interior point method (Kojima et al., 1989) for Linear Programming (LP), in an attempt to improve performance. The corrector is multiplied by the square of the stepsize in … Read more

    Some Disadvantages of a Mehrotra-Type Primal-Dual Corrector Interior Point Algorithm for Linear Programming

  • Coralia Cartis
    • Categories Linear Programming Tags , ,

    The Primal-Dual Corrector (PDC) algorithm that we propose computes on each iteration a corrector direction in addition to the direction of the standard primal-dual path-following interior point method (Kojima et al., 1989) for Linear Programming (LP), in an attempt to improve performance. The new iterate is chosen by moving along the sum of these directions, … Read more