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A Study of the Dual Affine Scaling Continuous Trajectories for Linear Programming

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Abstract

In this paper, a continuous method approach is adopted to study both the entire process and the limiting behaviors of the dual affine scaling continuous trajectories for linear programming. Our approach is different from the method presented by Adler and Monteiro (Adler and Monteiro, Math. Program. 50:29–51, 1991). Many new theoretical results on the trajectories resulting from the dual affine scaling continuous method model for linear programming are obtained.

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Acknowledgements

This author was supported in part by GRF grants HKBU201409 and HKBU201611 from the Research Grant Council of Hong Kong.

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Correspondence to Li-Zhi Liao.

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Communicated by Xiao Qi Yang.

The author would like to thank two anonymous referees and the editor for their helpful comments and suggestions on the earlier version of this paper.

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Liao, LZ. A Study of the Dual Affine Scaling Continuous Trajectories for Linear Programming. J Optim Theory Appl 163, 548–568 (2014). https://doi.org/10.1007/s10957-013-0495-1

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  • DOI: https://doi.org/10.1007/s10957-013-0495-1

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