Primal-dual target-following algorithms for linear programming
| ISSN: |
1572-9338
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| Keywords: |
Interior-point method ; primal-dual method ; target-following ; centering ; Dikin steps
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| Source: |
Springer Online Journal Archives 1860-2000
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| Topics: |
Mathematics
Economics
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| Notes: |
Abstract In this paper, we propose a method for linear programming with the property that, starting from an initial non-central point, it generates iterates that simultaneously get closer to optimality and closer to centrality. The iterates follow paths that in the limit are tangential to the central path. Together with the convergence analysis, we provide a general framework which enables us to analyze various primal-dual algorithms in the literature in a short and uniform way.
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| Type of Medium: |
Electronic Resource
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| URL: |