Convergence of the homotopy path for a full-Newton step infeasible interior-point method

Convergence of the homotopy path for a full-Newton step infeasible interior-point method

0.00 Avg rating0 Votes
Article ID: iaor20101732
Volume: 38
Issue: 2
Start Page Number: 147
End Page Number: 151
Publication Date: Mar 2010
Journal: Operations Research Letters
Authors: , ,
Keywords: interior point methods
Abstract:

Roos (2006) proposed a new primal–dual infeasible interior-point method for linear optimization. This new method can be viewed as a homotopy method. In this work, we show that the homotopy path has precisely one accumulation point in the optimal set. Moreover, this accumulation point is the analytic center of a subset of the optimal set and depends on the starting point of the infeasible interior-point method.

Reviews

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 Your email address will not be published.