ASYMPTOTIC ANALYSIS FOR PENALTY AND BARRIER METHODS IN CONVEX AND LINEAR-PROGRAMMING

Authors
AUSLENDER A COMINETTI R HADDOU M
Citation
A. Auslender et al., ASYMPTOTIC ANALYSIS FOR PENALTY AND BARRIER METHODS IN CONVEX AND LINEAR-PROGRAMMING, Mathematics of operations research, 22(1), 1997, pp. 43-62
Citations number
22
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics
Journal title
Mathematics of operations research → ACNP
ISSN journal
0364765X
Volume
22
Issue
1
Year of publication
1997
Pages
43 - 62
Database
ISI
SICI code
0364-765X(1997)22:1<43:AAFPAB>2.0.ZU;2-Y
Abstract
We consider a wide class of penalty and barrier methods for convex pro gramming which includes a number of specific functions proposed in the literature. We provide a systematic way to generate penalty and barri er functions in this class, and we analyze the existence of primal and dual optimal paths generated by these penalty methods, as well as the ir convergence to the primal and dual optimal sets. For linear program ming we prove that these optimal paths converge to single points.