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On the convergence of a predictor-corrector variant algorithm

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  • R. Almeida
  • A. Teixeira

Abstract

A feasible predictor-corrector Linear Programming variant of Mehrotra’s algorithm, that was shown to have good performance on transportation and assignment problems, was developed by Bastos and Paixão. We prove the theoretical efficiency of this algorithm by showing its polynomial complexity and its superlinear convergence. Copyright Sociedad de Estadística e Investigación Operativa 2015

Suggested Citation

  • R. Almeida & A. Teixeira, 2015. "On the convergence of a predictor-corrector variant algorithm," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(2), pages 401-418, July.
    • Handle: RePEc:spr:topjnl:v:23:y:2015:i:2:p:401-418
    DOI: 10.1007/s11750-014-0346-8
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    References listed on IDEAS

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    1. Kevin A. McShane & Clyde L. Monma & David Shanno, 1989. "An Implementation of a Primal-Dual Interior Point Method for Linear Programming," INFORMS Journal on Computing, INFORMS, vol. 1(2), pages 70-83, May.
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