A primal—dual infeasible-interior-point algorithm for linear programming

Author:

Kojima Masakazu,Megiddo Nimrod,Mizuno Shinji

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference26 articles.

1. T.J. Carpenter, I.J. Lustig, J. Mulvey and D.F. Shanno, “Higher order predictor-corrector interior point methods with applications to quadratic objectives,” to appear in:SIAM Journal on Optimization.

2. I.C. Choi, C.L. Monma and D.F. Shanno, “Further development of a primal—dual interior point method,”ORSA Journal on Computing 2 (1990) 304–311.

3. A.V. Fiacco and G.P. McCormick,Nonlinear Programming: Sequential Unconstrained Minimization Technique (Wiley, New York, 1968).

4. M. Kojima, N. Megiddo and S. Mizuno, “A general framework of continuation methods for complementarity problems,” to appear in:Mathematics of Operations Research.

5. M. Kojima, N. Megiddo and T. Noma, “Homotopy continuation methods for non-linear complementarity problems,”Mathematic of Operations Research 16 (1991) 754–774.

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