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Convergence of the Dual Variables for the Primal Affine Scaling Method with Unit Steps in the Homogeneous Case

Author

Listed:
  • I. I. Dikin

    (Russian Academy of Sciences)

  • C. Roos

    (Delft University of Technology)

Abstract

In this paper, we investigate the behavior of the primal affine scaling method with unit steps when applied to the case where b=0 and c>0. We prove that the method is globally convergent and that the dual iterates converge to the analytic center of the dual feasible region.

Suggested Citation

  • I. I. Dikin & C. Roos, 1997. "Convergence of the Dual Variables for the Primal Affine Scaling Method with Unit Steps in the Homogeneous Case," Journal of Optimization Theory and Applications, Springer, vol. 95(2), pages 305-321, November.
    • Handle: RePEc:spr:joptap:v:95:y:1997:i:2:d:10.1023_a:1022683121151
    DOI: 10.1023/A:1022683121151
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    References listed on IDEAS

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    1. Nimrod Megiddo & Michael Shub, 1989. "Boundary Behavior of Interior Point Algorithms in Linear Programming," Mathematics of Operations Research, INFORMS, vol. 14(1), pages 97-146, February.
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    Cited by:

    1. Paul Tseng, 2004. "Convergence Properties of Dikin’s Affine Scaling Algorithm for Nonconvex Quadratic Minimization," Journal of Global Optimization, Springer, vol. 30(2), pages 285-300, November.

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