Conference paper
Fast algorithms for finding randomized strategies in game trees
Daphne Keller, Nimrod Megiddo, et al.
STOC 1994
As in many primal-dual interior-point algorithms, a primal-dual infeasible-interior-point algorithm chooses a new point along the Newton direction towards a point on the central trajectory, but it does not confine the iterates within the feasible region. This paper proposes a step length rule with which the algorithm takes large distinct step lengths in the primal and dual spaces and enjoys the global convergence. © 1993 The Mathematical Programming Society, Inc.
Daphne Keller, Nimrod Megiddo, et al.
STOC 1994
Shipra Agrawal, Nimrod Megiddo, et al.
Economics Letters
Masakazu Kojima, Nimrod Megiddo, et al.
Mathematical Programming
Nimrod Megiddo
Mathematical Programming