On the volumetric path

On the volumetric path

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Article ID: iaor20123489
Volume: 6
Issue: 4
Start Page Number: 687
End Page Number: 693
Publication Date: Apr 2012
Journal: Optimization Letters
Authors: ,
Keywords: interior point methods
Abstract:

We consider the logarithmic and the volumetric barrier functions used in interior point methods. In the case of the logarithmic barrier function, the analytic center of a level set is the point at which the central path intersects that level set. We prove that this also holds for the volumetric path. For the central path, it is also true that the analytic center of the optimal level set is the limit point of the central path. The only known case where this last property for the logarithmic barrier function fails occurs in case of semidefinite optimization in the absence of strict complementarity. For the volumetric path, we show with an example that this property does not hold even for a linear optimization problem in canonical form.

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