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.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2001 Kluwer Academic Publishers
About this entry
Cite this entry
Gass, S.I., Harris, C.M. (2001). Affine-scaling algorithm . In: Gass, S.I., Harris, C.M. (eds) Encyclopedia of Operations Research and Management Science. Springer, New York, NY. https://doi.org/10.1007/1-4020-0611-X_20
Download citation
DOI: https://doi.org/10.1007/1-4020-0611-X_20
Published:
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-7923-7827-3
Online ISBN: 978-1-4020-0611-1
eBook Packages: Springer Book Archive