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A unified approach to projective algorithms for linear programming. (English) Zbl 0683.90046
Optimization, Proc. 5th French-German Conf., Varetz/Fr. 1988, Lect. Notes Math. 1405, 191-220 (1989).
Summary: [For the entire collection see Zbl 0678.00013.]
It is shown that a projective algorithm based on the minimization of a potential function by a constrained Newton method is general enough to include other known projective methods for linear programming and fractional linear programming. It also provides a framework to analyze affine interior point methods and to relate them to projective methods.

MSC:
90C05 Linear programming
90C32 Fractional programming
65K05 Numerical mathematical programming methods