On the Convergence of the Affine-scaling Algorithm*

  title={On the Convergence of the Affine-scaling Algorithm*},
  author={Paul Tsengtand and Zhi-Quan Luot}
  • Paul Tsengtand, Zhi-Quan Luot
The affine-scaling algorithm, first proposed by Dikin, is presently enjoying great popularity as a potentially effective means of solving linear programs. An outstanding question about this algorithm is its convergence in the presence of degeneracy (which is important since 'practical" problems tend to be degenerate). In this paper, we give new convergence results for this algorithm that do not require any non-degeneracy assumption on the problem. In particular, we show that if the stepsize… CONTINUE READING