Corpus ID: 116032494

Interior path following primal-dual algorithms

@inproceedings{Monteiro1988InteriorPF,
  title={Interior path following primal-dual algorithms},
  author={R. C. Monteiro and I. Adler},
  year={1988}
}
We describe a primal-dual interior point algorithm for linear programming and convex quadratic programming problems which requires a total of O(n$\sp3$L) arithmetic operations. Each iteration updates a penalty parameter and finds an approximate Newton direction associated with the Karush-Kuhn-Tucker system of equations which characterizes a solution of the logarithm barrier function problem. The algorithm is based on the path following idea. We show that the duality gap is reduced at each… Expand
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