Examples of ill-behaved central paths in convex optimization

J. Charles Gilbert (Jean-Charles.Gilbertinria.fr)
Clovis C. Gonzaga (clovismtm.ufsc.br)
Elizabeth Karas (karasmat.ufpr.br)

Abstract: This paper presents some examples of ill-behaved central paths in convex optimization. Some contain infinitely many fixed length central segments; others manifest oscillations with infinite variation. These central paths can be encountered even for infinitely differentiable data.

Keywords: central path --convex optimization --interior point algorithm --nonlinear programming --penalty function methods

Category 1: Convex and Nonsmooth Optimization (Convex Optimization )

Category 2: Nonlinear Optimization

Citation: Rapport de recherche 4179, INRIA, France, 2001

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Entry Submitted: 05/11/2001
Entry Accepted: 05/11/2001
Entry Last Modified: 08/30/2002

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