On the relationship of interior-point methods
In this paper, we show that the moving directions of the primal-affine scaling method (with logarithmic barrier function), the dual-affine scaling method (with logarithmic barrier function), and the primal-dual interior point method are merely the Newton directions along three different algebraic pa...
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Main Authors: | Ruey-Lin Sheu, Shu-Cherng Fang |
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Format: | Article |
Language: | English |
Published: |
Wiley
1993-01-01
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Series: | International Journal of Mathematics and Mathematical Sciences |
Subjects: | |
Online Access: | http://dx.doi.org/10.1155/S0161171293000699 |
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