Analytic centers and repelling inequalities

نویسندگان

  • Richard J. Caron
  • Harvey J. Greenberg
  • Allen G. Holder
چکیده

The new concepts of repelling inequalities, repelling paths, and prime analytic centers are introduced. A repelling path is a generalization of the analytic central path for linear programming, and we show that this path has a unique limit. Furthermore, this limit is the prime analytic center if the set of repelling inequalities contains only those constraints that ‘‘shape’’ the polytope. Because we allow lower dimensional polytopes, the proof techniques are nonstandard and follow from data perturbation analysis. This analysis overcomes the difficulty that analytic centers of lower dimensional polytopes are not necessarily continuous with respect to the polytope’s data representation. A second concept introduced here is that of the ‘‘prime analytic center’’, in which we establish its uniqueness in the absence of redundant inequalities. Again, this is well known for full dimensional polytopes, but it is not immediate for lower dimensional polytopes because there are many different data representations of the same polytope, each without any redundant inequalities. These two concepts combine when we introduce ways in which repelling inequalities can interact. 2002 Elsevier Science B.V. All rights reserved.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The Boundary of Weighted Analytic Centers for Linear Matrix Inequalities

We study the boundary of the region of weighted analytic centers for linear matrix inequality constraints. Let be the convex subset of R defined by q simultaneous linear matrix inequalities (LMIs) A(x) := A 0 + n ∑ i=1 xiA (j) i 0, j = 1, 2, . . . , q, where A i are symmetric matrices and x ∈ R. Given a strictly positive vector ω = (ω1, ω2, . . . , ωq), the weighted analytic center xac(ω) is th...

متن کامل

A Weighted Analytic Center for Linear Matrix Inequalities

Let R be the convex subset of IR defined by q simultaneous linear matrix inequalities (LMI) A 0 + ∑n i=1 xiA (j) i 0, j = 1, 2, . . . , q. Given a strictly positive vector ω = (ω1, ω2, · · · , ωq), the weighted analytic center xac(ω) is the minimizer argmin (φω(x)) of the strictly convex function φω(x) = ∑q j=1 ωj log det[A (j)(x)]−1 over R. We give a necessary and sufficient condition for a po...

متن کامل

Certain Inequalities for a General Class of Analytic and Bi-univalent Functions

In this work, the subclass of the function class S of analytic and bi-univalent functions is defined and studied in the open unit disc. Estimates for initial coefficients of Taylor- Maclaurin series of bi-univalent functions belonging these class are obtained. By choosing the special values for parameters and functions it is shown that the class reduces to several earlier known classes of analy...

متن کامل

A Cutting Plane Method for Solving Quasimonotone Variational Inequalities

We present an iterative algorithm for solving variational inequalities under the weakest monotonicity condition proposed so far. The method relies on a new cutting plane and on analytic centers.

متن کامل

An analytic center quadratic cut method for the convex quadratic feasibility problem

Abstract. We consider a quadratic cut method based on analytic centers for two cases of convex quadratic feasibility problems. In the first case, the convex set is defined by a finite yet large number of convex quadratic inequalities. We extend quadratic cut algorithm of Luo and Sun [3] for solving such problems by placing or translating the quadratic cuts directly through the current approxima...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:
  • European Journal of Operational Research

دوره 143  شماره 

صفحات  -

تاریخ انتشار 2002