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Examples of ill-behaved central paths in convex optimization.

Authors :
Gilbert, J. Charles
Gonzaga, Clovis C.
Karas, Elizabeth
Source :
Mathematical Programming. May2005, Vol. 103 Issue 1, p63-94. 32p. 3 Diagrams, 4 Graphs.
Publication Year :
2005

Abstract

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. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
*NONLINEAR programming
*MATHEMATICAL programming
*MATHEMATICAL optimization
*MATHEMATICS
*ALGORITHMS

Details

Language :
English
ISSN :
00255610
Volume :
103
Issue :
1
Database :
Academic Search Index
Journal :
Mathematical Programming
Publication Type :
Academic Journal
Accession number :
16731375
Full Text :
https://doi.org/10.1007/s10107-003-0460-0
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