Dual versus primal-dual interior-point methods for linear and conic programming |
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Authors: | M. J. Todd |
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Affiliation: | (1) School of OR & IE, Cornell University, Ithaca, NY 14853-3801, USA |
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Abstract: | We observe a curious property of dual versus primal-dual path-following interior-point methods when applied to unbounded linear or conic programming problems in dual form. While primal-dual methods can be viewed as implicitly following a central path to detect primal infeasibility and dual unboundedness, dual methods can sometimes implicitly move away from the analytic center of the set of infeasibility/unboundedness detectors. Dedicated to Clovis Gonzaga on the occassion of his 60th birthday. |
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Keywords: | 90C25 90C51 |
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