Analysis of some interior point continuous trajectories for convex programming

In this paper, we analyse three interior point continuous trajectories for convex programming with general linear constraints. The three continuous trajectories are derived from the primal–dual path-following method, the primal–dual affine scaling method and the central path, respectively. Theoretic...

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Main Authors: Qian, X., Liao, L., Sun, Jie
Format: Journal Article
Published: Taylor & Francis Ltd. 2017
Online Access:http://hdl.handle.net/20.500.11937/52592
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author Qian, X.
Liao, L.
Sun, Jie
author_facet Qian, X.
Liao, L.
Sun, Jie
author_sort Qian, X.
building Curtin Institutional Repository
collection Online Access
description In this paper, we analyse three interior point continuous trajectories for convex programming with general linear constraints. The three continuous trajectories are derived from the primal–dual path-following method, the primal–dual affine scaling method and the central path, respectively. Theoretical properties of the three interior point continuous trajectories are fully studied. The optimality and convergence of all three interior point continuous trajectories are obtained for any interior feasible point under some mild conditions. In particular, with proper choice of some parameters, the convergence for all three interior point continuous trajectories does not require the strict complementarity or the analyticity of the objective function. These results are new in the literature.
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publishDate 2017
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spelling curtin-20.500.11937-525922018-01-18T01:35:45Z Analysis of some interior point continuous trajectories for convex programming Qian, X. Liao, L. Sun, Jie In this paper, we analyse three interior point continuous trajectories for convex programming with general linear constraints. The three continuous trajectories are derived from the primal–dual path-following method, the primal–dual affine scaling method and the central path, respectively. Theoretical properties of the three interior point continuous trajectories are fully studied. The optimality and convergence of all three interior point continuous trajectories are obtained for any interior feasible point under some mild conditions. In particular, with proper choice of some parameters, the convergence for all three interior point continuous trajectories does not require the strict complementarity or the analyticity of the objective function. These results are new in the literature. 2017 Journal Article http://hdl.handle.net/20.500.11937/52592 10.1080/02331934.2017.1279160 Taylor & Francis Ltd. fulltext
spellingShingle Qian, X.
Liao, L.
Sun, Jie
Analysis of some interior point continuous trajectories for convex programming
title Analysis of some interior point continuous trajectories for convex programming
title_full Analysis of some interior point continuous trajectories for convex programming
title_fullStr Analysis of some interior point continuous trajectories for convex programming
title_full_unstemmed Analysis of some interior point continuous trajectories for convex programming
title_short Analysis of some interior point continuous trajectories for convex programming
title_sort analysis of some interior point continuous trajectories for convex programming
url http://hdl.handle.net/20.500.11937/52592