Interior path following primal-dual algorithms, part I: Linear programming

Interior path following primal-dual algorithms, part I: Linear programming

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Article ID: iaor19881223
Country: Netherlands
Volume: 44
Issue: 1
Start Page Number: 27
End Page Number: 41
Publication Date: May 1989
Journal: Mathematical Programming (Series A)
Authors: ,
Abstract:

The authors describe a primal-dual interior point algorithm for linear programming problems which requires a total of O(√nL) number of iterations, where L is the input size. Each iteration updates a penalty parameter and finds the Newton direction associated with the Karush-Kuhn-Tucker system of equations which characterizes a solution of the logarithmic barrier function problem. The algorithm is based on the path following idea. [The abstract of Part II is classified under Quadratic Programming.]

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