1. Self-Dual Embedding Technique for Linear Optimization
- Author
-
Kees Roos
- Subjects
Sequence ,Mathematical optimization ,Linear programming ,Iterated function ,Shortest path problem ,Path (graph theory) ,Embedding ,Longest path problem ,Interior point method ,Mathematics - Abstract
In the article titled Central Path and Barrier Algorithms for Linear Programs in this encyclopedia, the main ideas underlying the modern interior-point methods are presented. In these methods the central path plays a crucial role. To start these methods one needs a starting point on or close to the central path. Given such a point, a variant of Newton's method is used to generate a sequence of iterates that converges to an optimal solution of the problem. In this section, we show how to get into the situation that a starting point on the central path is known. This goes via the construction of an artificial problem whose solution either yields an optimal solution for a given problem, or detects that no such solution exists. Keywords: linear optimization; central path; interior-point method; optimal partition; self-dual embedding
- Published
- 2011
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