Abstract
In this paper, we study a general path-following model for linear programming. Generalized barrier functions for linear programming are defined to create an ideal interior trajectory for path-following. The key components required for a generic algorithm, including the moving directions and criterion of closeness are discussed. A generic path-following algorithm is proposed and sufficient conditions for convergence and polynomality proofs are derived.
Original language | English |
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Pages (from-to) | 235-249 |
Number of pages | 15 |
Journal | Optimization |
Volume | 30 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1994 Jan 1 |
All Science Journal Classification (ASJC) codes
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics