Nonsymmetric potential-reduction methods for general cones

In this paper we propose two new nonsymmetric primal-dual potential-reduction methods for conic problems. Both methods are based on {\em primal-dual lifting}. This procedure allows to construct a strictly feasible primal-dual pair linked by an exact {\em scaling} relation even if the cones are not symmetric. It is important that all necessary elements of our … Read more

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

Continuous trajectories for primal-dual potential-reduction methods

This article considers continuous trajectories of the vector fields induced by two different primal-dual potential-reduction algorithms for solving linear programming problems. For both algorithms, it is shown that the associated continuous trajectories include the central path and the duality gap converges to zero along all these trajectories. For the algorithm of Kojima, Mizuno, and Yoshise, … Read more