MIMO interference network optimization is important for increasingly crowded wireless communication networks. This paper presents a new algorithm, named Dual Link Algorithm, for weighted sum-rate maximization where the interference is efficiently managed. We consider general MIMO interference channels with Gaussian input and a total power constraint. Two of the previous state-of-the-art algorithms are the WMMSE algorithm and the polite water-filling (PWF) algorithm. The WMMSE algorithm is provably convergent, while the PWF algorithm takes the advantage of the optimal transmit signal structure and converges the fastest in most situations but is not guaranteed to converge in all situations. Therefore, it is highly desirable to design an algorithm that has the advantages of both algorithms. The proposed dual link algorithm is such an algorithm. Its fast and guaranteed convergence is important to distributed implementation and time varying channels. In addition, the technique and a scaling invariance property used in the convergence proof may find applications in other non-convex problems in communication networks.