| 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.