The Accuracy of Interior-Point Methods Based on Kernel Functions

Manuel V. C. Vieira ()
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Manuel V. C. Vieira: Universidade Nova de Lisboa

Journal of Optimization Theory and Applications, 2012, vol. 155, issue 2, No 16, 637-649

Abstract: Abstract For the last decade, interior-point methods that use barrier functions induced by some real univariate kernel functions have been studied. In these interior-point methods, the algorithm stops when a solution is found such that it is close (in the barrier function sense) to a point in the central path with the desired accuracy. However, this does not directly imply that the algorithm generates a solution with prescribed accuracy. Until now, this had not been appropriately addressed. In this paper, we analyze the accuracy of the solution produced by the aforementioned algorithm.

Keywords: Linear optimization; Interior-point methods; Kernel functions (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10957-012-0071-0

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