# An affine scaling method using a class of differential barrier functions

## TL;DR

This paper introduces a new affine scaling interior point algorithm for linear programming that leverages a broad class of differential barrier functions, demonstrating robustness and efficiency over classical methods.

## Contribution

The paper presents a novel affine scaling algorithm based on differential barrier functions, expanding the toolkit for linear programming optimization.

## Key findings

- The proposed algorithm is robust and efficient.
- Differential barrier functions offer new perspectives in linear optimization.
- Comparison shows advantages over classical affine scaling methods.

## Abstract

In this paper we address a practical aspect of differential barrier penalty functions in linear programming. In this respect we propose an affine scaling interior point algorithm based on a large classe of differential barrier functions. The comparison of the algorithm with a vesion of the classical affine scaling algorithm shows that the algorithm is robust and efficient. We thus show that differential barrier functions open up new perspectives in linear optimization.