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 |
|---|---|
| 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