An affine scaling method using a class of differential barrier functions: primal approach
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Cites work
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- A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension
- A first-order interior-point method for linearly constrained smooth optimization
- A modification of Karmarkar's linear programming algorithm
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- A simple proof of a primal affine scaling method
- A simplified global convergence proof of the affine scaling algorithm
- A variation on Karmarkar’s algorithm for solving linear programming problems
- Benchmarking optimization software with performance profiles.
- Concave gauge functions and applications
- Global convergence of the affine scaling methods for degenerate linear programming problems
- Mathematical Developments Arising from Linear Programming
- On the convergence of the affine-scaling algorithm
- Primal-Dual Affine Scaling Interior Point Methods for Linear Complementarity Problems
- Strict quasi-concavity and the differential barrier property of gauges in linear programming
- Variational methods for the solution of problems of equilibrium and vibrations
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