Dual versus primal-dual interior-point methods for linear and conic programming

• 成果类型: Article; Proceedings Paper
• 署名作者: Todd, M. J.
• 署名单位: Cornell University
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-006-0067-3
• 发表日期: 2008
• 页码: 301-313
• 关键词: algorithm

摘要

We observe a curious property of dual versus primal-dual path-following interior-point methods when applied to unbounded linear or conic programming problems in dual form. While primal-dual methods can be viewed as implicitly following a central path to detect primal infeasibility and dual unboundedness, dual methods can sometimes implicitly move away from the analytic center of the set of infeasibility/unboundedness detectors.