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

被引：2
|
作者：
Asadi, A. [1 ]
Gu, G. [1 ]
Roos, C. [1 ]
机构：
[1] Delft Univ Technol, Fac Elect Engn Math & Comp Sci, NL-2600 GA Delft, Netherlands
来源：
OPERATIONS RESEARCH LETTERS | 2010年 / 38卷 / 02期
关键词：
Linear optimization; Infeasible interior-point method; Full-Newton step; Homotopy path; ALGORITHM;
D O I：
10.1016/j.orl.2009.11.006
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
Roos [C. Roos, A full-Newton step O(n) infeasible interior-point algorithm for linear optimization. SIAM J. Optim. 16 (4) (2006) 1110-1136 (electronic)] 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. (C) 2009 Elsevier B.V. All rights reserved.
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页码：147 / 151
页数：5
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