Multi-Parameter Surfaces of Analytic Centers and Long-Step Surface-Following Interior Point Methods

Yu. Nesterov
Yu. Nesterov
CORE, Voie de Roman Pays 34, 1348 Louvain-la-Neuve, Belgium
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,
A. Nemirovski
A. Nemirovski
Faculty of Industrial Engineering and Management, Technion—Israel Institute of Technology, Technion City, Haifa 32000, Israel
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CORE, Voie de Roman Pays 34, 1348 Louvain-la-Neuve, Belgium

Faculty of Industrial Engineering and Management, Technion—Israel Institute of Technology, Technion City, Haifa 32000, Israel

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Published Online:1 Feb 1998https://doi.org/10.1287/moor.23.1.1

Abstract

We develop a long-step polynomial time version of the Method of Analytic Centers for non-linear convex problems. The method traces a multi-parameter surface of analytic centers rather than the usual path, which allows to handle cases with noncentered and possibly infeasible starting point.

cover image Mathematics of Operations Research

Volume 23, Issue 1

February 1998

Pages 1-256

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Published Online:February 01, 1998

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Yu. Nesterov, A. Nemirovski, (1998) Multi-Parameter Surfaces of Analytic Centers and Long-Step Surface-Following Interior Point Methods. Mathematics of Operations Research 23(1):1-38.

https://doi.org/10.1287/moor.23.1.1

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Multi-Parameter Surfaces of Analytic Centers and Long-Step Surface-Following Interior Point Methods

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Volume 23, Issue 1

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