On the convergence of an infeasible primal-dual interior-point method for convex programming
- 1 January 1994
- journal article
- research article
- Published by Taylor & Francis in Optimization Methods and Software
- Vol. 3 (4) , 273-283
- https://doi.org/10.1080/10556789408805570
Abstract
We consider the infeasible primal-dual algorithm for smooth convex programming recently introduced by Vial [15]. We show, under mild assumptions, that a “SUMT” or “long-step path following” version of the algorithm is globally convergent. The stepiength on each iteration is based on a merit function which is a modification of the potential function proposed by Vial.Keywords
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