Asymptotic Behavior of Continuous Trajectories for Primal-Dual Potential-Reduction Methods

This article considers continuous trajectories of the vector fields induced by primal-dual potential-reduction algorithms for solving linear programming problems. It is known that these trajectories converge to the analytic center of the primal-dual optimal face. We establish that this convergence may be tangential to the central path, tangential to the optimal face, or in between, … Read more