The Nesterov-Todd direction and its relation to weighted analytic centers (Q1879036)
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scientific article; zbMATH DE number 2101729
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| English | The Nesterov-Todd direction and its relation to weighted analytic centers |
scientific article; zbMATH DE number 2101729 |
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The Nesterov-Todd direction and its relation to weighted analytic centers (English)
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22 September 2004
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The subject of this paper concerns differential-geometric properties of the Nesterov--Todd search direction for linear optimization over symmetric cones. In particular, we investigate the rescaled asymptotics of the associated flow near the central path. Our results imply that the Nesterov--Todd direction arises as the solution of a Newton system defined in terms of a certain transformation of the primal-dual feasible domain. This transformation has especially appealing properties which generalize the notion of weighted analytic centers for linear programming.
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0.8165404796600342
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0.8123080134391785
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0.7801874876022339
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0.7801873087882996
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