Counterexample to a Conjecture on an Infeasible Interior-Point Method
نویسندگان
چکیده
منابع مشابه
Counterexample to a Conjecture on an Infeasible Interior-Point Method
Roos proved that the devised full-step infeasible algorithm has O(n) worst-case iteration complexity. This complexity bound depends linearly on a parameter ¯ κ(ζ), which is proved to be less than √ 2n. Based on extensive computational evidence (hundreds of thousands of randomly generated problems), Roos conjectured that ¯ κ(ζ) = 1 (Conjecture 5.1 in the above-mentioned paper), which would yield...
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Based on extensive computational evidence (hundreds of thousands of randomly generated problems) the second author conjectured that κ̄(ζ) = 1 (Conjecture 5.1 in [1]), which is a factor of √ 2n better than has been proved in [1], and which would yield an O( √ n) iteration full-Newton step infeasible interior-point algorithm. In this paper we present an example showing that κ̄(ζ) is in the order of...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2010
ISSN: 1052-6234,1095-7189
DOI: 10.1137/080729505