Constant potential primal—dual algorithms: A framework

  title={Constant potential primal—dual algorithms: A framework},
  author={Levent Tunçel},
  journal={Mathematical Programming},
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

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