Abstract
In the previous chapter, we showed that the step direction for the path-following method can be decomposed into a linear combination of three directions: a direction toward optimality, a direction toward feasibility, and a direction toward centrality. It turns out that these directions, or minor variants of them, arise in all interior-point methods.
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Vanderbei, R.J. (2014). The Affine-Scaling Method. In: Linear Programming. International Series in Operations Research & Management Science, vol 196. Springer, Boston, MA. https://doi.org/10.1007/978-1-4614-7630-6_21
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