On the Convergence of Interior-Point Methods to the Center of the Solution Set in Linear Programming

Abstract

The notion of the central path plays an important role in the convergence analysis of interior-point methods. Many interior-point algorithms have been developed based on the principle of following the central path, either closely or otherwise. However, whether such algorithms actually converge to the center of the solution set has remained an open question. In this paper, we demonstrate that under mild conditions, when the iteration sequence generated by a primal-dual interior-point method converges, it converges to the center of the solution set.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1991
Accession Number
ADA453126

Entities

People

  • Richard A. Tapia
  • Yin Zhang

Organizations

  • Rice University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Applied Mathematics
  • Computer Programming
  • Convergence
  • Heuristic Methods
  • Information Operations
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Operations Research
  • Sequences

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