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Dual versus primal-dual interior-point methods for linear and conic programming

M. J. Todd (miketodd***at***cs.cornell.edu)

Abstract: We observe a curious property of dual versus primal-dual path-following interior-point methods when applied to unbounded linear or conic programming problems in dual form. While primal-dual methods can be viewed as implicitly following a central path to detect primal infeasibility and dual unboundedness, dual methods are implicitly moving {\em away} from the analytic center of the set of infeasibility/unboundedness detectors.

Keywords: interior-point methods, infeasibility detection, dual methods

Category 1: Linear, Cone and Semidefinite Programming

Citation: Technical Report 1410, School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NY, August 2004.

Download: [Postscript][PDF]

Entry Submitted: 09/06/2004
Entry Accepted: 09/06/2004
Entry Last Modified: 09/06/2004

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