Feasible region contraction interior point algorithm

Abstract: In this paper, we propose a new interior point algorithm for linear programming by combining the affine scaling algorithm and the primal path-following algorithm. We define a series of subproblems whose feasible region contracts toward the set of optimal solutions. In each iteration, we take a step in the steepest descent direction in a transformed space to reduce the objective value. Our preliminary computational results are very favorable. [Copyright &y& Elsevier]