On the relationship of interior-point methods (Q687866)
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English | On the relationship of interior-point methods |
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On the relationship of interior-point methods (English)
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6 December 1993
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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.
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Newton method
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duality theory
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primal-affine scaling method
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logarithmic barrier function
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primal-dual interior point method
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Karush-Kuhn-Tucker conditions
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