A Conjugate Direction Method for Approximating the Analytic Center of a Polytope

نویسندگان

  • Masakazu Kojima
  • Nimrod Megiddo
  • Shinji Mizuno
چکیده

The analytic center of an n dimensional polytope P fx R aTi x bi i m g with a nonempty interior Pint is de ned as the unique minimizer of the logarithmic potential function F x Pmi log aTi x bi over Pint It is shown that one cycle of a conjugate direction method applied to the potential function at any v Pint such that q v Tr F v generates a point x Pint such that q x Tr F x pn

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تاریخ انتشار 1991