On the Superlinear and Quadratic Convergence of Primal-Dual Interior Point Linear Programming Algorithms
On the Superlinear and Quadratic Convergence of Primal-Dual Interior Point Linear Programming Algorithms
This paper presents a convergence rate analysis for interior point primal-dual linear programming algorithms. Conditions that guarantee Q-superlinear convergence are identified in two distinct theories. Both state that, under appropriate assumptions, Q-superlinear convergence is achieved by asymptotically taking the step to the boundary of the positive orthant and letting the …