A simple proof of a primal affine scaling method

DOI10.1007/BF02206821zbMath0848.90089MaRDI QIDQ1915916

Romesh Saigal

Publication date: 24 October 1996

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

interior point methodsconvergence proofprimal affine scaling method

Mathematics Subject Classification ID

Linear programming (90C05)

Related Items (11)

Analysis of some interior point continuous trajectories for convex programming ⋮ Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming ⋮ An affine scaling method with an infeasible starting point: Convergence analysis under nondegeneracy assumption ⋮ An affine scaling method using a class of differential barrier functions: primal approach ⋮ A constraint-reduced variant of Mehrotra's predictor-corrector algorithm ⋮ An affine scaling method for solving network flow problems ⋮ Addressing rank degeneracy in constraint-reduced interior-point methods for linear optimization ⋮ Convergence properties of Dikin's affine scaling algorithm for nonconvex quadratic minimization ⋮ Infeasible constraint-reduced interior-point methods for linear optimization ⋮ Affine scaling algorithm fails for semidefinite programming ⋮ Generalized affine scaling algorithms for linear programming problems

Cites Work

• A modification of Karmarkar's linear programming algorithm
• Two-thirds is sharp for affine scaling
• A new polynomial-time algorithm for linear programming
• Global convergence of the affine scaling methods for degenerate linear programming problems
• On the convergence of the affine-scaling algorithm
• A simplified global convergence proof of the affine scaling algorithm
• An implementation of Karmarkar's algorithm for linear programming
• A variation on Karmarkar’s algorithm for solving linear programming problems
• Global Convergence Property of the Affine Scaling Methods for Primal Degenerate Linear Programming Problems
• Global Convergence of a Long-Step Affine Scaling Algorithm for Degenerate Linear Programming Problems
• A Dantzig-Wolfe-Like Variant of Karmarkar's Interior-Point Linear Programming Algorithm
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