Limiting behavior of the affine scaling continuous trajectories for linear programming problems (Q2640436)
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English | Limiting behavior of the affine scaling continuous trajectories for linear programming problems |
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Limiting behavior of the affine scaling continuous trajectories for linear programming problems (English)
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1991
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The authors discuss the limiting behaviour of the continuous trajectories of the primal affine scaling (PAS) algorithm given by \textit{E. R. Barnes} [Math. Program. 36, 174-182 (1986; Zbl 0626.90052)] and others, the dual affine scaling (DAS) algorithm given by the first author, \textit{M. Resende, G. Veiga} and \textit{N. Karmarkar} [ibid., Ser. A 44, No.3, 297- 335 (1989; Zbl 0682.90061)] and the primal-dual affine scaling (PDAS) algorithm introduced by the authors and \textit{M. Resende} [Math. Oper. Res. 15, No.2, 191-214 (1990; Zbl 0714.90060)]. In this paper they present a weighted PAS algorithm and characterize its trajectories as solutions to a logarithmic barrier family of problems. The authors present several results on PAS, DAS and PDAS trajectories and claim to extend the results already obtained by \textit{N. Megiddo} and \textit{M. Shub} [ibid. 14, No.1, 97-146 (1989; Zbl 0675.90061)] and others about the limiting behaviour of PAS and PDAS trajectories. It is mentioned that their approach does not require the non-degeneracy assumption.
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primal affine scaling
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dual affine scaling
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primal-dual affine scaling
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logarithmic barrier
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limiting behaviour
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