A Predictor-Corrector Path-Following Algorithm for Dual-Degenerate Parametric Optimization Problems

Kungurtsev, V., Jäschke, J.

KUNGURTSEV, V. and J. JÄSCHKE. A Predictor-Corrector Path-Following Algorithm for Dual-Degenerate Parametric Optimization Problems. SIAM JOURNAL ON OPTIMIZATION. 2017, 27(1), 538-564. ISSN 1052-6234. DOI 10.1137/16M1068736.

URL: http://epubs.siam.org/doi/pdf/10.1137/16M1068736