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A Simple, Quadratically Convergent Interior Point Algorithm for Linear Programming and Convex Quadratic Programming

  • Tits A
  • Zhou J
Springer US, (1994), 411-427
DOI: 10.1007/978-1-4613-3632-7_20
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Abstract

An algorithm for linear programming (LP) and convex quadratic programming (CQP) is proposed, based on an interior point iteration introduced more than ten years ago by J. Herskovits for the solution of nonlinear programming problems. Herskovits' iteration can be …

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Tits, A. L., & Zhou, J. L. (1994). A Simple, Quadratically Convergent Interior Point Algorithm for Linear Programming and Convex Quadratic Programming. In Large Scale Optimization (pp. 411–427). Springer US. https://doi.org/10.1007/978-1-4613-3632-7_20

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