A modified predictor-corrector method for linear programming |
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| Authors: | Zhi-Quan Luo Shiquan Wu |
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| Affiliation: | (1) Room 225, Communications Research Laboratory, McMaster University, L8S 4K1 Hamilton, Ontario, Canada;(2) Institute of Applied Mathematics, Academia Sinica, 100080 Beijing, P.R. China |
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| Abstract: | ![]()
In the predictor-corrector method of Mizuno, Todd and Ye [1], the duality gap is reduced only at the predictor step and is kept unchanged during the corrector step. In this paper, we modify the corrector step so that the duality gap is reduced by a constant fraction, while the predictor step remains unchanged. It is shown that this modified predictor-corrector method retains the iteration complexity as well as the local quadratic convergence property. |
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| Keywords: | linear programming interior point algorithms quadratic convergence |
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