On partial updating in a potential reduction linear programming algorithm of Kojima, Mizuno, and Yoshise

@article{Bosch1993OnPU,
  title={On partial updating in a potential reduction linear programming algorithm of Kojima, Mizuno, and Yoshise},
  author={Robert A. Bosch and Kurt M. Anstreicher},
  journal={Algorithmica},
  year={1993},
  volume={9},
  pages={184-197}
}
We consider partial updating in Kojima, Mizuno, and Yoshise's primal-dual potential reduction algorithm for linear programming. We use a simple safeguard condition to control the number of updates incurred on combined primal-dual steps. Our analysis allows for unequal steplengths in the primal and dual variables, which appears to be a computationally significant factor for primal-dual methods. The safeguard we use is a primal-dual Goldstein-Armijo condition, modified to deal with the unequal… CONTINUE READING