Infeasible-start primal-dual methods and infeasibility detectors for nonlinear programming problems | Zendy

Yurii Nesterov | Zendy; Mike Todd | Zendy; Y. Ye | Zendy

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Infeasible-start primal-dual methods and infeasibility detectors for nonlinear programming problems

Author(s) -

Yurii Nesterov,

Mike Todd,

Y. Ye

Publication year - 1999

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/s10107980009a

Subject(s) - mathematics , measure (data warehouse) , dual (grammatical number) , mathematical optimization , interior point method , path (computing) , nonlinear programming , linear programming , nonlinear system , cone (formal languages) , algorithm , computer science , physics , literature , quantum mechanics , art , database , programming language

ln) iterations, where ν is the parameter of a self-concordant barrier for the cone, ε is a relative accuracy and ρf is a feasibility measure. We also discuss the behavior of path-following methods as applied to infeasible problems. We prove that strict infeasibility (primal or dual) can be detected in O(ln) iterations, where ρ· is a primal or dual infeasibility measure.

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