Article ID: | iaor19971569 |
Country: | Netherlands |
Volume: | 62 |
Issue: | 1 |
Start Page Number: | 521 |
End Page Number: | 538 |
Publication Date: | Mar 1996 |
Journal: | Annals of Operations Research |
Authors: | Anstreicher Kurt M. |
Keywords: | interior point methods |
The paper considers the construction of potential reduction algorithms using volumetric, and mixed volumetric-logarithmic, barriers. These are true ‘large step’ methods, where dual updates produce constant-factor reductions in the primal-dual gap. Using a mixed volumetric-logarithmic barrier the paper obtains an