Potential Reduction Algorithms
Kurt M. Anstreicher
This is a survey paper on potential reduction algorithms for linear
programming. It will appear as a chapter in the book Interior Point
Methods in Mathematical Programming, T. Terlaky, editor (Kluwer, 1996).
The paper is at a lower level than Mike Todd's survey paper on the same
topic. The main topics covered are Karmarkar's algorithm, the
affine potential reduction algorithm, and the primal-dual potential
reduction algorithm. The level is appropriate for a PhD course,
or perhaps an advanced undergraduate course. The paper has a very extensive
bibliography.
To appear in Interior Point
Methods in Mathematical Programming, T. Terlaky, editor, Kluwer, 1996.
Contact:
[email protected]