Pathways to the optimal set in linear programming
on Progress in Mathematical Programming: Interior-Point and Related Methods
Numerical continuation methods: an introduction
Numerical continuation methods: an introduction
Mathematics of Operations Research
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Parameterized homotopy equations that define paths through the interior of the feasible region of a linear program are reformulated as gradient mappings, and a standard symmetry principle for nonlinear equations is then used to derive associated potential functions. These functions are the Lagrangians of weighted logarithmic barrier problems. Primal, dual and self-dual cases are considered, with emphasis on the situation when starting points are infeasible.