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

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