Article ID: | iaor20011006 |
Country: | United States |
Volume: | 10 |
Issue: | 1 |
Start Page Number: | 51 |
End Page Number: | 77 |
Publication Date: | Apr 1998 |
Journal: | Computational Optimization and Applications |
Authors: | Monteiro R.D.C., Zhou F.J. |
Keywords: | duality |
This paper gives several equivalent conditions which guarantee the existence of the weighted central paths for a given convex programming problem satisfying some mild conditions. When the objective and constraint functions of the problem are analytic, we also characterize the limiting behavior of these paths as they approach the set of optimal solutions. A duality relationship between a certain pair of logarithmic barrier problems is also discussed.