On the convergence of interior point methods for linear programming

28 November 2002
Dr Coralia Cartis
Long-step primal-dual path-following algorithms constitute the framework of practical interior point methods for solving linear programming problems. We consider such an algorithm and a second order variant of it. We address the problem of the convergence of the sequences of iterates generated by the two algorithms to the analytic centre of the optimal primal-dual set.
  • Computational Mathematics and Applications Seminar