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The Affine-Scaling Method

In: Linear Programming

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  • Robert J. Vanderbei

    (Princeton University)

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.

Suggested Citation

  • Robert J. Vanderbei, 2008. "The Affine-Scaling Method," International Series in Operations Research & Management Science, in: Linear Programming, edition 3, chapter 0, pages 345-359, Springer.
    • Handle: RePEc:spr:isochp:978-0-387-74388-2_21
    DOI: 10.1007/978-0-387-74388-2_21
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