Article ID: | iaor2004745 |
Country: | United States |
Volume: | 22 |
Issue: | 2 |
Start Page Number: | 408 |
End Page Number: | 431 |
Publication Date: | May 1997 |
Journal: | Mathematics of Operations Research |
Authors: | Sturm J.F., Zhang S.Z. |
Keywords: | duality, interior point methods |
In the adaptive step primal–dual interior point method for linear programming, polynomial algorithms are obtained by computing Newton directions towards targets on the central path, and restricting the iterates to a neighborhood of this central path. In this paper, the adaptive step methodology is extended, by considering targests in a certain central region, which contains the usual central path, and subsequently generating iterates in a neighborhood of this region. The size of the central region can vary from the central path to the whole feasible region by choosing a certain parameter. An