A Generic Path-Following Algorithm with a Sliding Constraint and its Application to Linear Programming and the Computation of Analytic Centers

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Title		A Generic Path-Following Algorithm with a Sliding Constraint and its Application to Linear Programming and the Computation of Analytic Centers
Author		Vial, Jean-Philippe
Year		1996
Collection		Cahiers de recherche; 1996.08
Abstract		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. We show convergence in iterations. We verify that the primal, dual and primal-dual algorithms satisfy the local quadratic convergence property. The method can be applied to solve the linear programming problem (with a feasible strat) and to compute the analytic center of bounded polytope. The generic path-following scheme easily extends to the logarihmic barrier approach
Full text		This document has no fulltext available yet, but you can contact its author by using the form below.
Structures		Faculté d'économie et de management
Citation (ISO format)		VIAL, Jean-Philippe. A Generic Path-Following Algorithm with a Sliding Constraint and its Application to Linear Programming and the Computation of Analytic Centers. 1996 https://archive-ouverte.unige.ch/unige:5952

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