Existence, uniqueness, and convergence of the regularized primal-dual central path

DOI10.1016/J.ORL.2010.07.010MaRDI QIDQ613327zbMATH OpenOpenAlexFDO

Authors Jordi Castro, Jordi Cuesta

Publication date 20 December 2010

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2010.07.010

zbMATH Keywords

interior-point methodspath-following methodsprimal-dual central pathregularizations

Mathematics Subject Classification ID

Linear programming (90C05) Interior-point methods (90C51)

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Cites work

• A Specialized Interior-Point Algorithm for Multicommodity Network Flows
• scientific article; zbMATH DE number 1131479 (Why is no real title available?)
• Interior proximal point algorithm for linear programs
• Introductory lectures on convex optimization. A basic course.
• On well definedness of the central path
• Quadratic regularizations in an interior-point method for primal block-angular problems
• Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization

Cited in

(6)

• On the existence and convergence of the central path for convex programming and some duality results
• Active-set prediction for interior point methods using controlled perturbations
• Improving an interior-point algorithm for multicommodity flows by quadratic regularizations
• On the Convergence of the Central Path in Semidefinite Optimization
• Quadratic regularizations in an interior-point method for primal block-angular problems
• On a special class of regularized central paths for semidefinite programs

Describes a project that uses

Uses Software

• IPM

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