Detecting Infeasibility in Infeasible-Interior-Point Methods for Optimization
Michael J. Todd
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Marais WJ, Pizarro O, Williams SB.
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Superlinear convergence of infeasible-interior-point methods for linear programming
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yin Zhang⋆, Detong Zhang
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Summary: Interior-point methods require strictly feasible points as starting points. In theory, this requirement does not seem to be particularly restrictive, but it can be costly in computation. To overcome this deficiency, most existing practical algorithms allow positive but infeasible starting points and seek feasibility and optimality ...
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High Order Infeasible-Interior-Point Methods for Solving Sufficient Linear Complementarity Problems
Mathematics of Operations Research, 1998In this paper we develop systematically infeasible-interior-point methods of arbitrarily high order for solving horizontal linear complementarity problems that are sufficient in the sense of Cottle, Pang and Venkateswaran (1989). The results apply to degenerate problems and problems having no strictly complementary solution.
Shinji Mizuno
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