A potential reduction algorithm for linearly constrained convex programming (Q5953365)

This paper proposes a potential reduction interior-point algorithm for convex programming problems subject to linear constraints. In each iteration, a search direction is determined by a system of linear equations drawn from the optimality conditions of the problem, and a stepsize is determined under the Armijo's line search rule. Global convergence of the algorithm is proved. Some computational results are given without any comparison.