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A constraint-reduced variant of Mehrotra’s predictor-corrector algorithm

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  • Luke Winternitz
  • Stacey Nicholls
  • André Tits
  • Dianne O’Leary

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Suggested Citation

  • Luke Winternitz & Stacey Nicholls & André Tits & Dianne O’Leary, 2012. "A constraint-reduced variant of Mehrotra’s predictor-corrector algorithm," Computational Optimization and Applications, Springer, vol. 51(3), pages 1001-1036, April.
  • Handle: RePEc:spr:coopap:v:51:y:2012:i:3:p:1001-1036
    DOI: 10.1007/s10589-010-9389-4
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    References listed on IDEAS

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    1. B. Jansen & C. Roos & T. Terlaky, 1996. "A Polynomial Primal-Dual Dikin-Type Algorithm for Linear Programming," Mathematics of Operations Research, INFORMS, vol. 21(2), pages 341-353, May.
    2. Salahi, Maziar & Terlaky, Tamas, 2007. "Postponing the choice of the barrier parameter in Mehrotra-type predictor-corrector algorithms," European Journal of Operational Research, Elsevier, vol. 182(2), pages 502-513, October.
    3. O. L. Mangasarian, 2004. "A Newton Method for Linear Programming," Journal of Optimization Theory and Applications, Springer, vol. 121(1), pages 1-18, April.
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    Cited by:

    1. Saito, G. & Corley, H.W. & Rosenberger, Jay M. & Sung, Tai-Kuan & Noroziroshan, Alireza, 2015. "Constraint Optimal Selection Techniques (COSTs) for nonnegative linear programming problems," Applied Mathematics and Computation, Elsevier, vol. 251(C), pages 586-598.

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