On the convergence of an infeasible primal-dual interior-point method for convex programming

Kurt M. Anstreicher; Jean-Philippe Vial

doi:10.1080/10556789408805570

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On the convergence of an infeasible primal-dual interior-point method for convex programming

Journal article

Peer reviewed

On the convergence of an infeasible primal-dual interior-point method for convex programming

Kurt M. Anstreicher and Jean-Philippe Vial

Optimization methods & software, Vol.3(4), pp.273-283

01/01/1994

DOI: 10.1080/10556789408805570

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Abstract

We consider the infeasible primal-dual algorithm for smooth convex programming recently introduced by Vial [15]. We show, under mild assumptions, that a "SUMT" or "long-step path following" version of the algorithm is globally convergent. The stepiength on each iteration is based on a merit function which is a modification of the potential function proposed by Vial.

Convex programming

Infeasible algorithm

Interior-point method

Pijimal-Dual method

SUMT

Details

Title: Subtitle: On the convergence of an infeasible primal-dual interior-point method for convex programming
Creators: Kurt M. Anstreicher - University of Iowa
Jean-Philippe Vial - Department of Management Sciences , Université of Genèva
Resource Type: Journal article
Publication Details: Optimization methods & software, Vol.3(4), pp.273-283
Publisher: Gordon and Breach Science Publishers
DOI: 10.1080/10556789408805570
ISSN: 1055-6788
eISSN: 1029-4937
Language: English
Date published: 01/01/1994
Academic Unit: Business Analytics; Industrial and Systems Engineering; Computer Science
Record Identifier: 9984380472902771

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