Article ID: | iaor19921519 |
Country: | Netherlands |
Volume: | 52 |
Issue: | 3 |
Start Page Number: | 377 |
End Page Number: | 404 |
Publication Date: | Dec 1991 |
Journal: | Mathematical Programming |
Authors: | Tsuchiya Takashi |
This paper shows the global convergence of the affine scaling methods without assuming any condition on degeneracy. The behavior of the method near degenerate faces is analyzed in detail on the basis of the equivalence between the affine scaling methods for homogeneous LP problems and Karmarkar's method. It is shown that the step-size