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- Title
Global and polynomial-time convergence of an infeasible-interior-point algorithm using inexact computation.
- Authors
Mizuno, Shinji; Jarre, Florian
- Abstract
Abstract. In this paper, we propose an infeasible-interior-point algorithm for solving a primal-dual linear programming problem. The algorithm uses inexact computations for solving a linear system of equations at each iteration. Under a very mild assumption on the inexactness we show that the algorithm finds an approximate solution of the linear program whenever the primal-dual linear programming problem is feasible. The assumption on the inexact computation is satisfied if the approximation to the solution of the linear system is just a little bit "better" than the trivial approximation 0.
- Subjects
ALGORITHMS; LINEAR programming; LINEAR systems; ITERATIVE methods (Mathematics); APPROXIMATION theory
- Publication
Mathematical Programming, 1999, Vol 84, Issue 1, p105
- ISSN
0025-5610
- Publication type
Article
- DOI
10.1007/s10107980020a