Constant potential primal—dual algorithms: A framework

@article{Tunel1994ConstantPP,
  title={Constant potential primal—dual algorithms: A framework},
  author={Levent Tunçel},
  journal={Mathematical Programming},
  year={1994},
  volume={66},
  pages={145-159}
}
We start with a study of the primal—dual affine-scaling algorithms for linear programs. Using ideas from Kojima et al., Mizuno and Nagasawa, and new potential functions we establish a framework for primal—dual algorithms that keep a potential function value fixed. We show that if the potential function used in the algorithm is compatible with a corresponding neighborhood of the central path then the convergence proofs simplify greatly. Our algorithms have the property that all the iterates can… CONTINUE READING

Topics from this paper.

References

Publications referenced by this paper.
SHOWING 1-10 OF 13 REFERENCES

Giiler and Y . Ye , " Convergence behavior of interior - point algorithms

N. Megiddo Kojima
  • A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems , Lecture Notes in Computer Science No . 538
  • 1993

On the convergence of primal-dual interior-point methods with wide neighborhoods,

L. Tungel
  • Technical Report No. 1003, School of OR and IE,
  • 1992

On the Q-order convergence of interior point algorithms for linear programming," Working Paper No. 91-17

Y. Ye
  • College of Business Administration, The University of Iowa (Iowa City,
  • 1991