Analysis of some interior point continuous trajectories for convex programming

Xun Qian, Lizhi LIAO*, Jie Sun

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper, we analyse three interior point continuous trajectories for convex programming with general linear constraints. The three continuous trajectories are derived from the primal–dual path-following method, the primal–dual affine scaling method and the central path, respectively. Theoretical properties of the three interior point continuous trajectories are fully studied. The optimality and convergence of all three interior point continuous trajectories are obtained for any interior feasible point under some mild conditions. In particular, with proper choice of some parameters, the convergence for all three interior point continuous trajectories does not require the strict complementarity or the analyticity of the objective function. These results are new in the literature.

Original languageEnglish
Pages (from-to)589-608
Number of pages20
JournalOptimization
Volume66
Issue number4
DOIs
Publication statusPublished - 3 Apr 2017

Scopus Subject Areas

  • Control and Optimization
  • Management Science and Operations Research
  • Applied Mathematics

User-Defined Keywords

  • Continuous trajectory
  • convex programming
  • interior point method
  • ordinary differential equation

Fingerprint

Dive into the research topics of 'Analysis of some interior point continuous trajectories for convex programming'. Together they form a unique fingerprint.

Cite this