Primal-Dual Target-Following Algorithms for Linear Programming (1993)
by
B. Jansen
,
C. Roos
,
T. Terlaky
,
J.-Ph. Vial
| Venue: | ANNALS OF OPERATIONS RESEARCH |
| Citations: | 20 - 1 self |
BibTeX
@ARTICLE{Jansen93primal-dualtarget-following,
author = {B. Jansen and C. Roos and T. Terlaky and J.-Ph. Vial},
title = {Primal-Dual Target-Following Algorithms for Linear Programming},
journal = {ANNALS OF OPERATIONS RESEARCH},
year = {1993},
volume = {62}
}
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Abstract
In this paper we propose a method for linear programming with the property that, starting from an initial non-central point, it generates iterates that simultaneously get closer to optimality and closer to centrality. The iterates follow paths that in the limit are tangential to the central path. Along with the convergence analysis we provide a general framework which enables us to analyze various primal-dual algorithms in the literature in a short and uniform way.
