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A Stable Iterative Method for Linear  (Make Corrections)  
Programming Maria Gonzalez-Lima Hua Wei Henry Wolkowicz October 7, 2004...



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Abstract: This paper studies a new primal-dual interior/exterior-point method for linear programming. We begin with the usual perturbed primaldual optimality equations F  (x; y; z) = 0. Under nondegeneracy assumptions, this nonlinear system is well-posed, i.e. it has a nonsingular Jacobian at optimality and is not necessarily ill-conditioned as the iterates approach optimality. We use a simple preprocessing step to eliminate both the primal and dual feasibility equations. This results in one... (Update)

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@misc{ gonzalez-lima-stable,
  author = "Programming Maria Gonzalez-Lima",
  title = "A Stable Iterative Method for Linear",
  url = "citeseer.ist.psu.edu/764340.html" }
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