Accession Number:

ADA453126

Title:

On the Convergence of Interior-Point Methods to the Center of the Solution Set in Linear Programming

Descriptive Note:

Corporate Author:

RICE UNIV HOUSTON TX DEPT OF MATHEMATICAL SCIENCES

Personal Author(s):

Report Date:

1991-09-01

Pagination or Media Count:

15.0

Abstract:

The notion of the central path plays an important role in the convergence analysis of interior-point methods. Many interior-point algorithms have been developed based on the principle of following the central path, either closely or otherwise. However, whether such algorithms actually converge to the center of the solution set has remained an open question. In this paper, we demonstrate that under mild conditions, when the iteration sequence generated by a primal-dual interior-point method converges, it converges to the center of the solution set.

Subject Categories:

  • Numerical Mathematics
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE