ISSN:
1432-5217
Keywords:
Interior-point method
;
affine scaling method
;
primal-dual method
;
long-step method
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
,
Economics
Notes:
Abstract In this paper we propose a long-step target-following methodology for linear programming. This is a general framework, that enables us to analyze various long-step primal-dual algorithms in the literature in a short and uniform way. Among these are long-step central and weighted path-following methods and algorithms to compute a central point or a weighted center. Moreover, we use it to analyze a method with the property that starting from an initial noncentral point, generates iterates that simultaneously get closer to optimality and closer to centrality.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01246327
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