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: | Todd Michael J. |
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.