An potential reduction algorithm for linear programming

An potential reduction algorithm for linear programming

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Article ID: iaor1993343
Country: Netherlands
Volume: 50
Issue: 2
Start Page Number: 239
End Page Number: 258
Publication Date: Apr 1991
Journal: Mathematical Programming (Series A)
Authors:
Abstract:

The paper describes a primal-dual potential function for linear programming: equ2where equ3,x is the primal variable, and s is the dual-slack variable. As a result, it develops an interior point algorithm seeking reductions in the potential function with equ4. Neither tracing the central path nor using the projective transformation, the algorithm converges to the optimal solution set in O(equ5)

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