Relationship of Interior - Point

نویسنده

  • SHU-CHERNG FANG
چکیده

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 "paths" that lead to a solution of the Karush-Kuhn-Tucker conditions of a given linear programming problem. We also derive the missing dual information in the primal-affine scaling method and the missing primal information in the dual-affine scaling method. Basically, the missing information has the same form as the solutions generated by the primal-dual method but with different scaling matrices.

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تاریخ انتشار 2004