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Parabolic target space and primal-dual interior-point methods

Author

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  • NESTEROV , Yurii

    (Center for Operations Research and Econometrics (CORE), Université catholique de Louvain (UCL), Louvain la Neuve, Belgium)

Abstract

In this paper we develop new primal-dual interior-point methods for linear programming, which are based on the concept of parabolic target space. We show that such schemes work in the infinity-neighborhood of the primal-dual central path. Nevertheless these methods possess the best known complexity estimate. We demonstrate that the adaptivestep path-following strategies can be naturally incorporated in such schemes

Suggested Citation

  • NESTEROV , Yurii, 1998. "Parabolic target space and primal-dual interior-point methods," LIDAM Discussion Papers CORE 1998021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvco:1998021
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    File URL: https://sites.uclouvain.be/core/publications/coredp/coredp1998.html
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