Abstract

In the previous chapter, we showed that the step direction for the path-following method can be decomposed into a linear combination of three directions: a direction toward optimality, a direction toward feasibility, and a direction toward centrality. It turns out that these directions, or minor variants of them, arise in all interior-point methods.

Original languageEnglish (US)
Title of host publicationInternational Series in Operations Research and Management Science
PublisherSpringer
Pages351-364
Number of pages14
DOIs
StatePublished - 2020

Publication series

NameInternational Series in Operations Research and Management Science
Volume285
ISSN (Print)0884-8289
ISSN (Electronic)2214-7934

All Science Journal Classification (ASJC) codes

  • Software
  • Computer Science Applications
  • Strategy and Management
  • Management Science and Operations Research
  • Applied Mathematics

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  • Cite this

    Vanderbei, R. J. (2020). The affine-scaling method. In International Series in Operations Research and Management Science (pp. 351-364). (International Series in Operations Research and Management Science; Vol. 285). Springer. https://doi.org/10.1007/978-3-030-39415-8_21