On monotonicity in the scaled potential algorithm for linear programming (Q805164)

Scaled potential algorithms, like the original Karmarker algorithm, may produce iterates which are nonmonotone in the original objective function. This paper contains a modification of the ``affinely scaled potential reduction'' algorithm proposed by \textit{Y. Ye} [An \(O(n^ 3L)\) potential reduction algorithm for linear programming. Math. Programm., Ser. A 50, No.2, 239-258 (1991)]. This modification makes the method monotone in the original objective function.