On Well Definedness of the Central Path

L. M. Graña Drummond and B. F. Svaiter
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L. M. Graña Drummond: COPPE-UFRJ
B. F. Svaiter: Jardim Botânico

Journal of Optimization Theory and Applications, 1999, vol. 102, issue 2, No 1, 223-237

Abstract: Abstract We study the well definedness of the central path for a linearly constrained convex programming problem with smooth objective function. We prove that, under standard assumptions, existence of the central path is equivalent to the nonemptiness and boundedness of the optimal set. Other equivalent conditions are given. We show that, under an additional assumption on the objective function, the central path converges to the analytic center of the optimal set.

Keywords: Convex programming; linear constraints; central path; logarithmic barrier function; analytic center (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (4)

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DOI: 10.1023/A:1021768121263

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