PATH FOLLOWING

Path following - In this context a path is a piecewise differentiable curve in space. The idea is to follow such a path (if one exists) from some initial point to a solution. One example of a path following algorithm is the barrier penalty function, with the path created by the parameter u in the solution, x*(u) in argmax(f(x) + uP(x): x in X^0), where X^0 is the strict interior of the feasible region . (This is called the central path , or the path of the analytic center .)