Primal-Dual Methods and Infeasibility Detectors for Nonlinear Programming Problems.

In this paper we present several "infeasible-start" path-following and potential-reduction primal-dual interior-point methods for non-linear conic problems. These methods try to find a recession direction of the feasible set of a self-dual homogeneous primal-dual problem.

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Year of publication:	1996
Authors:	Nesterov, Y. ; Todd, M.J. ; Ye, P.Y.
Institutions:	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Subject:	LINEAR PROGRAMMING \| MATHEMATICS

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Series:	Papers.
Type of publication:	Book / Working Paper
Notes:	41 pages
Classification:	C60 - Mathematical Methods and Programming. General ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C69 - Mathematical Methods and Programming. Other
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005669252