Article ID: | iaor2004749 |
Country: | United States |
Volume: | 23 |
Issue: | 1 |
Start Page Number: | 1 |
End Page Number: | 38 |
Publication Date: | Feb 1998 |
Journal: | Mathematics of Operations Research |
Authors: | Nemirovski A., Nesterov Y.E. |
Keywords: | interior point methods |
We develop a long-step polynomial time version of the Method of Analytic Centers for non-linear convex problems. The method traces a multi-parameter surface of analytic centers rather than the usual path, which allows to handle cases with noncentered and possibly infeasible starting point.