Bibliographic Details
| Title: |
On two homogeneous self-dual approaches to linear programming and its extensions. |
| Authors: |
Mizuno, Shinji, Todd, Michael J. |
| Source: |
Mathematical Programming. 2001, Vol. 89 Issue 3, p517. 18p. |
| Subjects: |
Algorithms, Linear programming |
| Abstract: |
Abstract. We investigate the relation between interior-point algorithms applied to two homogeneous self-dual approaches to linear programming, one of which was proposed by Ye, Todd, and Mizuno and the other by Nesterov, Todd, and Ye. We obtain only a partial equivalence of path-following methods (the centering parameter for the first approach needs to be equal to zero or larger than one half), whereas complete equivalence of potential-reduction methods can be shown. The results extend to self-scaled conic programming and to semidefinite programming using the usual search directions. [ABSTRACT FROM AUTHOR] |
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| Database: |
Engineering Source |