Multi-parameter surfaces of analytic centers and long-step surface-following interior point methods

Multi-parameter surfaces of analytic centers and long-step surface-following interior point methods

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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: ,
Keywords: interior point methods
Abstract:

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.

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