On two homogeneous self-dual approaches to linear programming and its extensions

On two homogeneous self-dual approaches to linear programming and its extensions

0.00 Avg rating0 Votes
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: ,
Keywords: interior point methods
Abstract:

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.

Reviews

Required fields are marked *. Your email address will not be published.