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

Michael J. Todd | Zendy

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

Author(s) -

Michael J. Todd

Publication year - 2006

Publication title -

mathematical programming

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 2.358

H-Index - 131

eISSN - 1436-4646

pISSN - 0025-5610

DOI - 10.1007/s10107-006-0067-3

Subject(s) - interior point method , conic section , dual (grammatical number) , mathematics , linear programming , duality (order theory) , mathematical optimization , path (computing) , point (geometry) , set (abstract data type) , algorithm , computer science , combinatorics , geometry , art , literature , programming language

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.

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