On Search Directions for Self-scaled Conic
نویسندگان
چکیده
منابع مشابه
Nesterov-Todd Directions are Newton Directions
The theory of self-scaled conic programming provides a uniied framework for the theories of linear programming, semideenite programming and convex quadratic programming with convex quadratic constraints. The standard search directions for interior-point methods applied to self-scaled conic programming problems are the so-called Nesterov-Todd directions. In this article we show that these direct...
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The theory of self-scaled conic programming provides a uniied framework for the theories of linear programming, semideenite programming and convex quadratic programming with convex quadratic constraints. In the linear programming literature there exists a unifying framework for the analysis of various important classes of interior-point algorithms, known under the name of target-following algor...
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Received: date / Revised version: date Abstract. We investigate the relation between interior-point algorithms applied to two homogeneous self-dual approaches to linear programming, one of which was proposed by Ye, Todd, and Mizuno and the other by Nesterov, Todd, and Ye. We obtain only a partial equivalence of path-following methods (the centering parameter for the first approach needs to be e...
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تاریخ انتشار 2000