Article ID: | iaor19951875 |
Country: | Netherlands |
Volume: | 62 |
Issue: | 1 |
Start Page Number: | 119 |
End Page Number: | 131 |
Publication Date: | Oct 1993 |
Journal: | Mathematical Programming |
Authors: | Mizuno Shinji, Nagasawa Atsushi |
The authors propose a potential-reduction algorithm which always uses the primal-dual affine-scaling direction as a search direction. They choose a step size at each iteration of the algorithm such that the potential function does not increase, so that a longer step size than the minimizing point of the potential function can be taken. The authors show that the algorithm is polynomial-time bounded. They also propose a low-complexity algorithm, in which the centering direction is used whenever an iterate is far from the path of centers.