Stability and Accuracy of Inexact Interior Point Methods for Convex Quadratic Programming
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Optimization Theory and Applications"
DOI: 10.1007/s10957-017-1170-8
Abstract: We consider primal–dual interior point methods where the linear system arising at each iteration is formulated in the reduced (augmented) form and solved approximately. Focusing on the iterates close to a solution, we analyze the… read more here.
Keywords: inexact interior; interior point; point methods; accuracy inexact ... See more keywords