L. Schork and J. Gondzio
Abstract
A class of interior point methods using inexact directions is analysed.
The linear system arising in interior point methods for linear programming
is reformulated such that the solution is less sensitive to perturbations
in the right-hand side. For the new system an implementable condition
is formulated that controls the relative error in the solution.
Based on this condition, a feasible and an infeasible potential
reduction method are described which retain the convergence and
complexity bounds known for exact directions.
Key words: Interior point methods, inexact directions, error control.