On two homogeneous self-dual approaches to linear programming and its extensions

نویسندگان

  • Shinji Mizuno
  • Michael J. Todd
چکیده

Received: date / Revised version: date Abstract. We investigate the relation between interior-point algorithms applied to two homogeneous self-dual approaches to linear programming, one of which was proposed by Ye, Todd, and Mizuno and the other by Nesterov, Todd, and Ye. We obtain only a partial equivalence of path-following methods (the centering parameter for the first approach needs to be equal to zero or larger than one half), whereas complete equivalence of potential-reduction methods can be shown. The results extend to self-scaled conic programming and to semidefinite programming using the usual search directions.

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عنوان ژورنال:
  • Math. Program.

دوره 89  شماره 

صفحات  -

تاریخ انتشار 2001