A primal-dual affine-scaling potential-reduction algorithm for linear programming (Q1321668)
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English | A primal-dual affine-scaling potential-reduction algorithm for linear programming |
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A primal-dual affine-scaling potential-reduction algorithm for linear programming (English)
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28 April 1994
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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.
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interior point algorithm
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complexity
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potential function
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primal-dual affine-scaling potential-reduction algorithm
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