A primal-dual affine-scaling potential-reduction algorithm for linear programming

A primal-dual affine-scaling potential-reduction algorithm for linear programming

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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: ,
Abstract:

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.

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