On well definedness of the central path

Citation
Lmg. Drummond et Bf. Svaiter, On well definedness of the central path, J OPTIM TH, 102(2), 1999, pp. 223-237
Citations number
18
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN journal
00223239 → ACNP
Volume
102
Issue
2
Year of publication
1999
Pages
223 - 237
Database
ISI
SICI code
0022-3239(199908)102:2<223:OWDOTC>2.0.ZU;2-B
Abstract
We study the well definedness of the central path for a linearly constraine d convex programming problem with smooth objective function. We prove that, under standard assumptions, existence of the central path is equivalent to the nonemptiness and boundedness of the optimal set. Other equivalent cond itions are given. We show that, under an additional assumption on the objec tive function, the central path converges to the analytic center of the opt imal set.