Examples of ill-behaved central paths in convex optimization

DOI10.1007/S10107-003-0460-0zbMath1079.90099OpenAlexW2009666506MaRDI QIDQ1777216

Clóvis C. Gonzaga, Gilbert, Jean Charles, Elizabeth W. Karas

Publication date: 12 May 2005

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-003-0460-0

zbMATH Keywords

Nonlinear programmingConvex optimizationPenalty function methodsInterior point algorithmCentral path

Mathematics Subject Classification ID

Convex programming (90C25) Interior-point methods (90C51)

Related Items (10)

Analysis of some interior point continuous trajectories for convex programming ⋮ Apart sets and functions: an application to the stability of penalized optimization problems ⋮ Log-Barrier Interior Point Methods Are Not Strongly Polynomial ⋮ IFORS' Operational Research Hall of Fame: Clóvis Caesar Gonzaga ⋮ Dual convergence for penalty algorithms in convex programming ⋮ Primal-dual relationship between Levenberg-Marquardt and central trajectories for linearly constrained convex optimization ⋮ Generalization: One technique of computational and applied mathematical methodology ⋮ The Convergent Generalized Central Paths for Linearly Constrained Convex Programming ⋮ On some properties and an application of the logarithmic barrier method ⋮ On the solution uniqueness characterization in the L1 norm and polyhedral gauge recovery

Uses Software

• TRICE

Cites Work

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