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dc.contributor.authorCastro Pérez, Jordi
dc.contributor.authorCuesta Andrea, Jordi
dc.contributor.otherUniversitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa
dc.identifier.citationCastro, 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.description.abstractIn 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.extent6 p.
dc.subjectÀrees temàtiques de la UPC::Matemàtiques i estadística
dc.subject.lcshMathematical analysis
dc.subject.otherInterior-point methods Primal-dual central path Path-following methods Regularizations
dc.titleExistence, uniqueness and convergence of the regularized primal-dual central path
dc.subject.lemacMatemàtica aplicada
dc.contributor.groupUniversitat Politècnica de Catalunya. GNOM - Grup d'Optimització Numèrica i Modelització
dc.subject.amsClassificació AMS::62 Statistics::62H Multivariate analysis
dc.rights.accessRestricted access - publisher's policy
dc.description.versionPostprint (published version)
upcommons.citation.authorCastro, J.; Cuesta, J.
upcommons.citation.publicationNameOperations research letters

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