A New Paradigm for Primal-Dual Interior-Point Algorithms
by
Jiming Peng, Cornelis Roos, Tamás Terlaky
Language: English
Release Date: January 10, 2009
Research on interior-point methods (IPMs) has dominated the field of mathematical programming for the last two decades. Two contrasting approaches in the analysis and implementation of IPMs are the so-called small-update and large-update methods, although, until now, there has been a notorious gap...