Use of Continued Iteration on the Reduction of Iterations of the Interior Point Method

@inproceedings{Berti2017UseOC,
  title={Use of Continued Iteration on the Reduction of Iterations of the Interior Point Method},
  author={Lilian F. Berti and Aurelio R. L. Oliveira and Carla T. L. S. Ghidini},
  year={2017}
}
Interior point methods have been widely used to determine the solution of large-scale linear programming problems. The predictor-corrector method stands out among all variations of interior point methods due to its efficiency and fast convergence. In each iteration it is necessary to solve two linear systems to determine the predictor-corrector direction. Solving such systems corresponds to the step which requires more processing time, and therefore, it should be done efficiently. The most… CONTINUE READING