On the relationship of interior-point methods (Q687866)

Summary: We show that the moving directions of the primal-affine scaling method (with logarithmic barrier function), the dual-affine scaling method (with logarithmic barrier function), and the primal-dual interior point method are merely the Newton directions along three different algebraic ``paths'' that lead to a solution of the Karush-Kuhn-Tucker conditions of a given linear programming problem. We also derive the missing dual information in the primal-affine scaling method and the missing primal information in the dual-affine scaling method. Basically, the missing information has the same form as the solutions generated by the primal- dual method but with different scaling matrices.