Article ID: | iaor2002452 |
Country: | Germany |
Volume: | 89 |
Issue: | 3 |
Start Page Number: | 517 |
End Page Number: | 534 |
Publication Date: | Jan 2001 |
Journal: | Mathematical Programming |
Authors: | Todd M.J., Mizuno S. |
Keywords: | interior point methods |
We investigate the relation between interior-point algorithms applied to two homogeneous self-dual approaches to linear programming, one of which was proposed by Ye, Todd, and Mizuno and the other by Nesterov, Todd, and Ye. We obtain only a partial equivalence of path-following methods (the centering parameter for the first approach needs to be equal to zero or larger than one half), whereas complete equivalence of potential-reduction methods can be shown. The results extend to self-scaled conic programming and to semidefinite programming using the usual search directions.