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Recovery of the Analytic Center in Perturbed Quadratic Regions and Applications

Angel Sanchez (asanchez***at***ufrrj.br)
Paulo Roberto Oliveira (poliveir***at***cos.ufrj.br)
Marcos Augusto dos Santos (marcos***at***dcc.ufmg.br)

Abstract: We present results to recover an approximate analytic center when a sectional convex quadratic set is perturbed by a finite number of new quadratic inequalities. This kind of restarting may play an important role in some interior-point algorithms that successively refine the region where is the solution of the original problem.

Keywords: analytic center, quadratic regions, restarting, shifting

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Citation: Technical Repor ES 508-99, PESC/COPPE - Federal University of Rio de Janeiro, Rio de Janeiro, 1999.

Download: [Postscript]

Entry Submitted: 03/07/2002
Entry Accepted: 03/07/2002
Entry Last Modified: 03/07/2002

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