Article ID: | iaor20101732 |
Volume: | 38 |
Issue: | 2 |
Start Page Number: | 147 |
End Page Number: | 151 |
Publication Date: | Mar 2010 |
Journal: | Operations Research Letters |
Authors: | Roos C, Asadi A, Gu G |
Keywords: | interior point methods |
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.