Examples of ill-behaved central paths in convex optimization

DOI10.1007/S10107-003-0460-0MaRDI QIDQ1777216zbMATH OpenOpenAlexFDO

Authors J. Ch. Gilbert, C. C. Gonzaga, 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

Central pathConvex optimizationInterior point algorithmNonlinear programmingPenalty function methods

Mathematics Subject Classification ID

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

Recommendations

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Cited in

(11)

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

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Uses Software

• TRICE

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