Analysis of Interior-Point Paths

Infeasible-interior-point paths are the main tools in interior-point methods for solving many kinds of optimization problems. These paths are usually parametrized by a penalty-parameter r ↓ 0 and further parameters describing their off-centrality and infeasiblilty. Starting with an early result of C...

Descripción completa

Detalles Bibliográficos
Autor principal: Stoer, J.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: [Gaithersburg, MD] : U.S. Dept. of Commerce, National Institute of Standards and Technology 2006
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4662503/
https://www.ncbi.nlm.nih.gov/pubmed/27274925
http://dx.doi.org/10.6028/jres.111.013
Descripción
Sumario:Infeasible-interior-point paths are the main tools in interior-point methods for solving many kinds of optimization problems. These paths are usually parametrized by a penalty-parameter r ↓ 0 and further parameters describing their off-centrality and infeasiblilty. Starting with an early result of C. Witzgall et al. [12] in linear programming, this paper gives an overview on results concerning the existence of these paths, their analyticity and the limiting behavior of their derivatives as r ↓ 0, and this also for degenerate problems in the areas of linear programming, linear complementarity problems, and semi-definte programming.

Ejemplares similares