Article ID: | iaor19972530 |
Country: | Germany |
Volume: | 44 |
Issue: | 1 |
Start Page Number: | 11 |
End Page Number: | 30 |
Publication Date: | Jul 1996 |
Journal: | Mathematical Methods of Operations Research (Heidelberg) |
Authors: | Vial J.-P., Jansen B. |
In this paper the authors propose a long-step target-following methodology for linear programming. This is a general framework, that enables us to analyze various long-step primal-dual algorithms in the literature in a short and uniform way. Among these are long-step central and weighted path-following methods and algorithms to compute a central point or a weighted center. Moreover, the authors use it to analyze a method with the property that starting from an initial noncentral point, generates iterates that simultaneously get closer to optimality and closer to centrality.