MULTIPARAMETER SURFACES OF ANALYTIC CENTERS AND LONG-STEP SURFACE-FOLLOWING INTERIOR-POINT METHODS

Authors
NESTEROV Y NEMIROVSKI A
Citation
Y. Nesterov et A. Nemirovski, MULTIPARAMETER SURFACES OF ANALYTIC CENTERS AND LONG-STEP SURFACE-FOLLOWING INTERIOR-POINT METHODS, Mathematics of operations research, 23(1), 1998, pp. 1-38
Citations number
7
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics
Journal title
Mathematics of operations research → ACNP
ISSN journal
0364765X
Volume
23
Issue
1
Year of publication
1998
Pages
1 - 38
Database
ISI
SICI code
0364-765X(1998)23:1<1:MSOACA>2.0.ZU;2-M
Abstract
We develop a long-step polynomial time version of the Method of Analyt ic Centers for non-linear convex problems. The method traces a multi-p arameter surface of analytic centers rather than the usual path, which allows to handle cases with noncentered and possibly infeasible start ing point.