Primal-Dual Methods and Infeasibility Detectors for Nonlinear Programming Problems

Yurii Nesterov (), Michael Todd and Yinyu Ye
Additional contact information
Yurii Nesterov: Center for Operations Research and Econometrics (CORE), Université catholique de Louvain (UCL), Louvain la Neuve, Belgium
Yinyu Ye: The University of Iowa, Iowa City

No 1996037, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: In this paper we present several "infeasible-start" path-following and potential-reduction primal-dual interior-point methods for nonlinear conic problems. These methods try to find a recession direction of the feasible set of a self-dual homogeneous primal-dual problem. The methods under consideration generate an E -solution for an E- perturbation of an initial strictly (primal and dual) feasible problem in O [square root. v ln(v /e pf)] iterations, where v is the parameter of a self-concordant barrier for the cone, E is a relative accuracy and pf is a feasibility measure. We also discuss the behavior of path-following methods as applied to infeasible problems. We prove that strict infeasibility (primal or dual) can be detected in O [square root. v ln(v /p)] iterations, where p. is a primal or dual infeasibility measure.

Date: 1996-08-01
References: Add references at CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
https://sites.uclouvain.be/core/publications/coredp/coredp1996.html (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:1996037

Access Statistics for this paper

More papers in LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium). Contact information at EDIRC.
Bibliographic data for series maintained by Alain GILLIS ().