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Superlinear convergence of infeasible-interior-point methods for linear programming

open access: closedMathematical Programming, 1994
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Yin Zhang⋆, Detong Zhang
exaly   +4 more sources

On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem

SIAM Journal on Optimization, 1994
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 ...
exaly   +3 more sources

High Order Infeasible-Interior-Point Methods for Solving Sufficient Linear Complementarity Problems

Mathematics of Operations Research, 1998
In 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
exaly   +3 more sources

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