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Homotopy techniques in linear programming
Authors:J. L. Nazareth
Affiliation:(1) C.D.S.S., P.O. Box 4908, 94704 Berkeley, CA, USA;(2) IIASA, A-2361 Laxenburg, Austria
Abstract:In this note, we consider the solution of a linear program, using suitably adapted homotopy techniques of nonlinear programming and equation solving that move through the interior of the polytope of feasible solutions. The homotopy is defined by means of a quadratic regularizing term in an appropriate metric. We also briefly discuss algorithmic implications and connections with the affine variant of Karmarkar's method.This is a revised version of a paper previously entitled ldquoKarmarkar's Method and Homotopies with Restartsrdquo.
Keywords:Homotopy  Linear programming  Interior point methods  Nonlinear programming  Karmarkar's method  Quadratic regularization  Path-following
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