A global Newton method II: Analytic centers |
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| Authors: | A A Goldstein |
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| Institution: | (1) Department of Mathematics, University of Washington, 98195 Seattle, WA, USA |
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| Abstract: | This paper modifies the convergence conditions of a  back-tracking global Newton method announced in Goldstein (1991), making them sharper and easier to apply. A new version of the Kantorovich inequalities is presented that is simple to state and prove. An application is made to the centering problem for polytopes. Based on an idea of Ye (1989), an algorithm is given for the feasibility problem of linear inequalities.This paper is dedicated to Phil Wolfe on the occasion of his 65th birthday. |
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| Keywords: | Global Newton analytic centers centering |
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