A Generic Path-Following Algorithm with a Sliding Constraint and its Application to Linear Programming and the Computation of Analytic Centers
We propose a generic path-following scheme which is essentially a method of centers that can be implemented with a variety of algorithms. The complexity estimate is computed on the sole assumption that a certain local quadratic convergence property holds, independently of the specific algorithmic procedure in use, primal, dual or primal-dual.
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|Date of creation:||1996|
|Date of revision:|
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