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

DOI10.1016/j.orl.2010.07.010zbMath1205.90193OpenAlexW2136477254MaRDI QIDQ613327

Jordi Cuesta, Jordi Castro

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)

Related Items (2)

Improving an interior-point algorithm for multicommodity flows by quadratic regularizations ⋮ Active-set prediction for interior point methods using controlled perturbations

Uses Software

• IPM

Cites Work

• Unnamed Item
• Quadratic regularizations in an interior-point method for primal block-angular problems
• Interior proximal point algorithm for linear programs
• Introductory lectures on convex optimization. A basic course.
• On well definedness of the central path
• Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
• A Specialized Interior-Point Algorithm for Multicommodity Network Flows

This page was built for publication: Existence, uniqueness, and convergence of the regularized primal-dual central path