On two homogeneous self-dual approaches to linear programming and its extensions

被引：0
|
作者：
Shinji Mizuno
Michael J. Todd
机构：
[1] The Institute of Statistical Mathematics,
[2] 4-6-7 Minami-Azabu,undefined
[3] Minato-ku,undefined
[4] Tokyo 106,undefined
[5] Japan,undefined
[6] e-mail: mizuno@ism.ac.jp,undefined
[7] School of Operations Research and Industrial Engineering,undefined
[8] Cornell University,undefined
[9] Ithaca,undefined
[10] New York 14853,undefined
[11] USA,undefined
[12] e-mail: miketodd@cs.cornell.edu,undefined
来源：
Mathematical Programming | 2001年 / 89卷
关键词：
Mathematics Subject Classification (1991): 90C05, 90C22, 90C51;
D O I：
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学科分类号：
摘要：
We investigate the relation between interior-point algorithms applied to two homogeneous self-dual approaches to linear programming, one of which was proposed by Ye, Todd, and Mizuno and the other by Nesterov, Todd, and Ye. We obtain only a partial equivalence of path-following methods (the centering parameter for the first approach needs to be equal to zero or larger than one half), whereas complete equivalence of potential-reduction methods can be shown. The results extend to self-scaled conic programming and to semidefinite programming using the usual search directions.
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页码：517 / 534
页数：17
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