Parabolic target space and primal-dual interior-point methods

Yurii Nesterov
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Yurii Nesterov: Center for Operations Research and Econometrics (CORE), Université catholique de Louvain (UCL), Louvain la Neuve, Belgium

No 1998021, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: In this paper we develop new primal-dual interior-point methods for linear programming, which are based on the concept of parabolic target space. We show that such schemes work in the infinity-neighborhood of the primal-dual central path. Nevertheless these methods possess the best known complexity estimate. We demonstrate that the adaptivestep path-following strategies can be naturally incorporated in such schemes

Keywords: Linear programming; interior-point methods; target following methods (search for similar items in EconPapers)
Date: 1998-04-01
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Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:1998021

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