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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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  • Vial, J-P

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.

Suggested Citation

  • Vial, J-P, 1996. "A Generic Path-Following Algorithm with a Sliding Constraint and its Application to Linear Programming and the Computation of Analytic Centers," Papers 96.08, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
    • Handle: RePEc:fth:ehecge:96.08
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    Cited by:

    1. Jean-Philippe Vial, 1997. "A path-following version of the Todd-Burrell procedure for linear programming," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 46(2), pages 153-167, June.

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    Keywords

    ECONOMETRICS;

    JEL classification:

    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling

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