Another derivation of the Karmarkar direction for linear programming

Another derivation of the Karmarkar direction for linear programming

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Article ID: iaor20061411
Country: Cuba
Volume: 26
Issue: 2
Start Page Number: 124
End Page Number: 134
Publication Date: May 2005
Journal: Revista de Investigacin Operacional
Authors:
Abstract:

This paper provides another derivation of the Karmarkar direction for linear programming. It is strongly motivated by derivations of Gonzaga, but we show how the direction can be viewed as a steepest descent direction in the original feasible region corresponding to a metric different from the Euclidean one. We show that a fixed decrease in the potential function can be obtained by taking a step in this direction, as long as a certain assumption holds. We give an example showing that such a restriction is necessary, and discuss two ways to remove it.

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