A new efficient large-update primal-dual interior-point method based on a finite barrier

SIAM Journal on Optimization

Volumn 13, Issue 3, 2003, Pages 766-782

  Bai, Y Q ^a   El Ghami, M ^b   Roos, C ^b  

^a SHANGHAI UNIVERSITY   (China)

^b DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Interior point method; Large update method; Linear optimization; Polynomial complexity; Primal dual method

Indexed keywords

EID: 0042158444     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623401398132     Document Type: Article

References (21)

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