Properties of the Central Points in Linear Programming Problems |
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Authors: | Clovis C. Gonzaga Marli Cardia |
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Affiliation: | 1. Department of Mathematics, Federal University of Santa Catarina, Florianópolis, Brazil 2. Department of Mathematics, Federal University of Paraná, Curitiba, Brazil
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Abstract: | In this paper we list several useful properties of central points in linear programming problems. We study the logarithmic barrier function, the analytic center and the central path, relating the proximity measures and scaled Euclidean distances defined for the primal and primal–dual problems. We study the Newton centering steps, and show how large the short steps used in path following algorithms can actually be, and what variation can be ensured for the barrier function in each iteration of such methods. We relate the primal and primal–dual Newton centering steps and propose a primal-only path following algorithm for linear programming. |
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