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Interior Point Methods of Mathematical Programming pp 83–124Cite as

Target-Following Methods for Linear Programming

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Part of the book series: Applied Optimization ((APOP,volume 5))

Abstract

We give a unifying approach to various primal-dual interior point methods by performing the analysis in ‘the space of complementary products’, or ν-space, which is closely related to the use of weighted logarithmic barrier functions. We analyze central and weighted path- following methods, Dikin-path-following methods, variants of a shifted barrier method and the cone-affine scaling method, efficient centering strategies, and efficient strategies for computing weighted centerss

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Author information

Authors and Affiliations

  1. Faculty of Technical Mathematics and Computer Science, Delft University of Technology, Mekelweg 4, 2628 CD, Delft, The Netherlands

    Benjamin Jansen, Cornelis Roos & Tamás Terlaky

Authors
  1. Benjamin Jansen
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  2. Cornelis Roos
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  3. Tamás Terlaky
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Editor information

Editors and Affiliations

  1. Delft University of Technology, The Netherlands

    Tamás Terlaky

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© 1996 Kluwer Academic Publishers

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Jansen, B., Roos, C., Terlaky, T. (1996). Target-Following Methods for Linear Programming. In: Terlaky, T. (eds) Interior Point Methods of Mathematical Programming. Applied Optimization, vol 5. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-3449-1_3

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  • DOI: https://doi.org/10.1007/978-1-4613-3449-1_3

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-3451-4

  • Online ISBN: 978-1-4613-3449-1

  • eBook Packages: Springer Book Archive

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