Examples of ill-behaved central paths in convex optimization

• 成果类型: Article
• 署名作者: Gilbert, JC; Gonzaga, CC; Karas, E
• 署名单位: Universidade Federal de Santa Catarina (UFSC); Universidade Federal do Parana
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-003-0460-0
• 发表日期: 2005
• 页码: 63-94
• 关键词: linear complementarity-problem; limiting behavior; trajectories; CONVERGENCE; Penalty; Affine

摘要

This paper presents some examples of ill-behaved central paths in convex optimization. Some contain infinitely many fixed length central segments; others manifest oscillations with infinite variation. These central paths can be encountered even for infinitely differentiable data.