Interior-point method: Difference between revisions

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=== Practical considerations ===
The theoretic guarantees assume that the penalty parameter is increased at the rate <math>\left(1+r/\sqrt{M}\right)</math>, so the number of required Newton steps is <math>O(\sqrt{M})</math>. In practice, it is possible to increase the penalty parameter much faster; these are called ''long step'' techniques. They enable to solve problems with 20-40 Newton steps, regardless of the problem size.<ref name=":0" />{{Rp|___location=Sec.4.6}}
 
== Potential-reduction methods ==
{{Expand section|date=November 2023}}
Potential reduction methods are elaborated in.<ref name=":0" />{{Rp|___location=Sec.5}}
 
==Primal-dual methods==