On the Quadratic Convergence of the Simplified Mizuno--Todd--Ye Algorithm for Linear Programming
On the Quadratic Convergence of the Simplified Mizuno--Todd--Ye Algorithm for Linear Programming
It is known that the Mizuno--Todd--Ye predictor-corrector primal-dual Newton interior-point method generates a duality-gap sequence which converges quadratically to zero, and this is accomplished with an iteration complexity of $O(\sqrt n L)$. Very recently, the present authors demonstrated that the iteration sequence generated by this method converges, and this convergence …