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

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