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...

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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
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author Stoer, J.
author_facet Stoer, J.
author_sort Stoer, J.
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description 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.
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spelling pubmed-46625032016-06-03 Analysis of Interior-Point Paths Stoer, J. J Res Natl Inst Stand Technol Article 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. [Gaithersburg, MD] : U.S. Dept. of Commerce, National Institute of Standards and Technology 2006 2006-04-01 /pmc/articles/PMC4662503/ /pubmed/27274925 http://dx.doi.org/10.6028/jres.111.013 Text en https://creativecommons.org/publicdomain/zero/1.0/ The Journal of Research of the National Institute of Standards and Technology is a publication of the U.S. Government. The papers are in the public domain and are not subject to copyright in the United States. Articles from J Res may contain photographs or illustrations copyrighted by other commercial organizations or individuals that may not be used without obtaining prior approval from the holder of the copyright.
spellingShingle Article
Stoer, J.
Analysis of Interior-Point Paths
title Analysis of Interior-Point Paths
title_full Analysis of Interior-Point Paths
title_fullStr Analysis of Interior-Point Paths
title_full_unstemmed Analysis of Interior-Point Paths
title_short Analysis of Interior-Point Paths
title_sort analysis of interior-point paths
topic Article
url 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
work_keys_str_mv AT stoerj analysisofinteriorpointpaths

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