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Global and polynomial-time convergence of an infeasible-interior-point algorithm using inexact computation
Authors:Shinji Mizuno  Florian Jarre
Affiliation:The Institute of Statistical Mathematics, 4-6-7 Minami-Azabu, Minato-ku, Tokyo 106, Japan. This author’s research was supported in part by Grant-in-Aid for Scientific Research (C-07640343) and the ISM Cooperative Research Program (95-ISM.CRP-B1), JP
Institut für Angewandte Mathematik und Statisitk, Universit?t Würzburg, 97074 Würzburg, Germany, DE
Abstract:Received April 10, 1996 / Revised version received April 30, 1998 Published online August 18, 1998
Keywords:: linear programming problem –   interior-point method –   primal-dual –   convergence –   inexact computation
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