Long-step primal-dual target-following algorithms for linear programming

Long-step primal-dual target-following algorithms for linear programming

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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: ,
Abstract:

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.

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