The Affine-Scaling Method

Robert J. Vanderbei
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Robert J. Vanderbei: Princeton University

Chapter Chapter 21 in Linear Programming, 2008, pp 345-359 from Springer

Abstract: Abstract In the previous chapter, we showed that the step direction for the path-following method can be decomposed into a linear combination of three directions: a direction toward optimality, a direction toward feasibility, and a direction toward centrality. It turns out that these directions, or minor variants of them, arise in all interior-point methods.

Date: 2008
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DOI: 10.1007/978-0-387-74388-2_21

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