Convergence of the Dual Variables for the Primal Affine Scaling Method with Unit Steps in the Homogeneous Case

I. I. Dikin and C. Roos
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I. I. Dikin: Russian Academy of Sciences
C. Roos: Delft University of Technology

Journal of Optimization Theory and Applications, 1997, vol. 95, issue 2, No 4, 305-321

Abstract: Abstract In this paper, we investigate the behavior of the primal affine scaling method with unit steps when applied to the case where b=0 and c>0. We prove that the method is globally convergent and that the dual iterates converge to the analytic center of the dual feasible region.

Keywords: Primal affine-scaling method; Karmarkar potential function; analytic center (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1023/A:1022683121151

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