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Examples of Ill-Behaved Central Paths in Convex Optimization

Jean Charles Gilbert 1 Clóvis C. Gonzaga Elizabeth Karas
1 ESTIME - Parameter estimation and modeling in heterogeneous media
Inria Paris-Rocquencourt
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 : INTERIOR POINT ALGORITHM NONLINEAR PROGRAMMING PENALTY FUNCTION METHODS CENTRAL PATH CONVEX OPTIMIZATION
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https://hal.inria.fr/inria-00072443
Contributor : Rapport de Recherche Inria <>
Submitted on : Wednesday, May 24, 2006 - 9:58:26 AM
Last modification on : Friday, May 25, 2018 - 12:02:03 PM
Long-term archiving on: : Sunday, April 4, 2010 - 11:07:49 PM

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  • HAL Id : inria-00072443, version 1

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Jean Charles Gilbert, Clóvis C. Gonzaga, Elizabeth Karas. Examples of Ill-Behaved Central Paths in Convex Optimization. [Research Report] RR-4179, INRIA. 2001. ⟨inria-00072443⟩

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