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Infeasible Start Interior-Point Primal-Dual Methods in Nonlinear Programming

Authors: NESTEROV , Yurii;

Infeasible Start Interior-Point Primal-Dual Methods in Nonlinear Programming

Abstract

In this paper we present several infeasible start path-following and potential-reduction primal-dual interior-point methods for nonlinear conic problems. These methods are trying to find a recession direction of a shifted homogeneous primal-dual problem. The methods under consideration generate an E-solution for an E-perturbation of the initial strictly feasible primal-dual problem in O [ (square root v) ln (V/ sigma E ], where V is a parameter of a self-concordant barrier for the cone, E is a relative accuracy and [sigma] is a "feasibility measure". We discuss also the behavior of the path-following schemes as applied to infeasible problems. We consider two types of infeasibility: strongly infeasible problems and strictly ill-posed problems. We prove that the strong infeasibility can be detected in O [ (square root v) ln (V/ sigma E ] iterations of a path-following scheme, where [sigma] is the degree of infeasibility.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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