Chapter 9 Interior Point Methods q Three major

Chapter 9. Interior Point Methods q. Three major variants Ø Affine scaling algorithm - easy concept, good performance Ø Potential reduction algorithm - poly time Ø Path following algorithm - poly time, good performance, theoretically elegant Linear Programming 2019 1

9. 4 The primal path following algorithm q Linear Programming 2019 2

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analytic center Figure 9. 4: The central path and the analytic center Linear Programming 2019 5

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Primal path following algorithm q Linear Programming 2019 12

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9. 5 The primal-dual path following algorithm q Linear Programming 2019 15

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Infeasible primal-dual path following methods q Linear Programming 2019 20

Self-dual method q Linear Programming 2019 21

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