On the existence and convergence of the central path for convex programming and some duality results

DOI10.1023/A:1018339901042zbMath0907.90222OpenAlexW2165785900MaRDI QIDQ1383837

Renato D. C. Monteiro, Fangjun Zhou

Publication date: 29 July 1998

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1018339901042

zbMATH Keywords

dualityWolfe dualLagrangean duallogarithmic barrier problemsweighted central paths

Mathematics Subject Classification ID

Convex programming (90C25)

Related Items (13)

Analysis of some interior point continuous trajectories for convex programming ⋮ THE CENTRAL PATH IN SMOOTH CONVEX SEMIDEFINITE PROGRAMS ⋮ Limiting behavior of the central path in semidefinite optimization ⋮ A new primal-dual interior-point algorithm for convex quadratic optimization ⋮ Primal-dual relationship between Levenberg-Marquardt and central trajectories for linearly constrained convex optimization ⋮ A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming ⋮ The Convergent Generalized Central Paths for Linearly Constrained Convex Programming ⋮ On some properties and an application of the logarithmic barrier method ⋮ Asymptotic behavior of the central path for a special class of degenerate SDP problems ⋮ Examples of ill-behaved central paths in convex optimization ⋮ Limiting behavior of the Alizadeh–Haeberly–Overton weighted paths in semidefinite programming ⋮ Decomposition algorithms for some deterministic and two-stage stochastic single-leader multi-follower games ⋮ An interior point parameterized central path following algorithm for linearly constrained convex programming

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