Parabolic target space and primal-dual interior-point methods |
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Authors: | Yu Nesterov |
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Institution: | Center for Operations Research and Econometrics (CORE), Catholic University of Louvain (UCL), 34 voie du Roman Pays, 1348 Louvain-la-Neuve, Belgium |
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Abstract: | In this paper we develop new primal-dual interior-point methods for linear programming problems, 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 adaptive-step path-following strategies can be naturally incorporated in such schemes. |
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Keywords: | Linear programming Interior-point methods Target following methods |
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