Linear programming and the Newton barrier flow (Q1111465)
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English | Linear programming and the Newton barrier flow |
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Linear programming and the Newton barrier flow (English)
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1988
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The author investigates the interior algorithms for linear programming. These algorithms are connected with some trajectories of vectors approximating an optimal solution to a linear programming problem. The author shows that given a bounded polyhedral set P with nonempty interior, the logarithmic barrier function (with no objective components) induces a vector field of negative Newton directions which flows from the center of P to the solution of every possible linear program of P.
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central trajectory
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Newton's method
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interior algorithms
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logarithmic barrier function
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