Abstract

Augmented and Normal Equations System in Mehrotra's Primal-dual Algorithm

Predrag S. Stanimirović, Nebojša V. Stojković, Branimir Momčilović, Zoran Jovanović

In this paper we compare two variants of Mehrotra's primal dual algorithm which are based on the augmented and normal equations system, respectively. An implementation of corresponding algorithms in the package extsf{MATHEMATICA}, version 4.1, is used for the comparison. Numerical examples are reported applying the program on some \emph{Netlib} test problems.