Encyclopedia of Operations Research and Management Science

2001 Edition
| Editors: Saul I. Gass, Carl M. Harris

Affine-scaling algorithm

  • Saul I. Gass
  • Carl M. Harris
Reference work entry
DOI: https://doi.org/10.1007/1-4020-0611-X_20

An interior point method for linear programming based on affine transformations. In the primal affine-scaling algorithm, a problem in standard form is transformed so that the current solution estimate is mapped to the point (1, 1,..., 1). A movement is then made in the transformed space in the direction of the negative projected gradient. The inverse affine transformation is applied to the resulting point, to obtain a new solution estimate in the original space. In the dual affine-scaling algorithm, similar ideas are used to solve the dual problem, with the affine trans-formations applied to the dual slack variables.  Interior point methods;  Nonlinear programming.

Copyright information

© Kluwer Academic Publishers 2001

Authors and Affiliations

  • Saul I. Gass
    • 1
  • Carl M. Harris
    • 2
  1. 1.Robert H. Smith School of BusinessUniversity of MarylandCollege PartUSA
  2. 2.School of Information Technology & EngineeringGeorge Mason UniversityFairfaxUSA