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Existence, uniqueness and convergence of the regularized primal-dual central path
dc.contributor.author | Castro Pérez, Jordi |
dc.contributor.author | Cuesta Andrea, Jordi |
dc.contributor.other | Universitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa |
dc.date.accessioned | 2010-09-07T12:18:29Z |
dc.date.available | 2010-09-07T12:18:29Z |
dc.date.created | 2010-09 |
dc.date.issued | 2010-09 |
dc.identifier.citation | Castro, J.; Cuesta, J. Existence, uniqueness and convergence of the regularized primal-dual central path. "Operations research letters", Setembre 2010, vol. 38, núm. 5, p. 366-371. |
dc.identifier.issn | 0167-6377 |
dc.identifier.uri | http://hdl.handle.net/2117/8778 |
dc.description.abstract | In a recent work [J. Castro, J. Cuesta, Quadratic regularizations in an interior-point method for primal block-angular problems, Mathematical Programming, in press (doi:10.1007/s10107-010-0341-2)] the authors improved one of the most efficient interior-point approaches for some classes of block-angular problems. This was achieved by adding a quadratic regularization to the logarithmic barrier. This regularized barrier was shown to be self-concordant, thus fitting the general structural optimization interior-point framework. In practice, however, most codes implement primal dual path-following algorithms. This short paper shows that the primal-dual regularized central path is well defined, i.e., it exists, it is unique, and it converges to a strictly complementary primal dual solution. |
dc.format.extent | 6 p. |
dc.language.iso | eng |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística |
dc.subject.lcsh | Mathematical analysis |
dc.subject.other | Interior-point methods Primal-dual central path Path-following methods Regularizations |
dc.title | Existence, uniqueness and convergence of the regularized primal-dual central path |
dc.type | Article |
dc.subject.lemac | Matemàtica aplicada |
dc.contributor.group | Universitat Politècnica de Catalunya. GNOM - Grup d'Optimització Numèrica i Modelització |
dc.identifier.doi | 10.1016/j.orl.2010.07.010 |
dc.subject.ams | Classificació AMS::62 Statistics::62H Multivariate analysis |
dc.rights.access | Restricted access - publisher's policy |
local.identifier.drac | 2640962 |
dc.description.version | Postprint (published version) |
local.citation.author | Castro, J.; Cuesta, J. |
local.citation.publicationName | Operations research letters |
local.citation.volume | 38 |
local.citation.number | 5 |
local.citation.startingPage | 366 |
local.citation.endingPage | 371 |
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