A primal-dual affine-scaling potential-reduction algorithm for linear programming (Q1321668): Difference between revisions

The authors propose a primal-dual affine-scaling potential-reduction algorithm for linear programming. The step size at each iteration is chosen such that the potential function does not increase. The proposed algorithm is polynomial-time bounded. The authors also propose a modification of this algorithm such that when the current iterate is far from the path of centers, a centering direction is used.