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International Business Machines Corporation. Research Division, M. Kojima, N. Megiddo, S. Mizuno
Theoretical Convergence of Large-step Primal-dual Interior Point Algorithms for Linear Programming

Theoretical Convergence of Large-step Primal-dual Interior Point Algorithms for Linear Programming

International Business Machines Corporation. Research Division, M. Kojima, N. Megiddo, S. Mizuno — 1990
These rules allow large steps without performing any line search. Rule G is especially flexible enough for implementation in practically efficient primal-dual interior point algorithms."
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