A multiplicative barrier function method for linear programming
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The authors propose a Newton-like descent algorithm to solve linear programming problems. The algorithm is similar to \textit{N. Karmarkar}'s algorithm [Combinatorica 4, 373-395 (1984; Zbl 0557.90065)] in that it is an interior feasible direction method and self-correcting, while it is quite different from Karmarkar's in that it gives superlinear convergence and that no artificial extra constraint is introduced nor is projective geometry needed. The authors record extensive computational experience on a number of problems of different sizes.
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- Linear programming and the Newton barrier flow
- On the convexity of the multiplicative version of Karmarkar's potential function
- New trajectory-following polynomial-time algorithm for linear programming problems
- Conical projection algorithms for linear programming
- Karmarkar's linear programming algorithm and Newton's method
- Interior point algorithms for linear programming with inequality constraints
- Improving the rate of convergence of interior point methods for linear programming
- A survey of search directions in interior point methods for linear programming
- Integrability of vector and multivector fields associated with interior point methods for linear programming
- Generalized convexity on affine subspaces with an application to potential functions
- Degeneracy in interior point methods for linear programming: A survey
- On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
- Convergence property of the Iri-Imai algorithm for some smooth convex programming problems
- On the choice of parameters for power-series interior point algorithms in linear programming
- A class of polynomial variable metric algorithms for linear optimization
- Potential reduction method for harmonically convex programming
- Quadratic convergence of the Iri-Imai algorithm for degenerate linear programming problems
- Nonlinear coordinate representations of smooth optimization problems
- New complexity results for the Iri-Imai method
- Value estimation approach to the Iri-Imai method for constrained convex optimization
- Search directions for interior linear-programming methods
- On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
- An experimental investigation of a new multiplex method for linear programming
- Dual barrier functions with superfast rates of convergence for the linear programming problem
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