论文信息 - Multi-Parameter Surfaces of Analytic Centers and Long-Step Surface-Following Interior Point Methods

Multi-Parameter Surfaces of Analytic Centers and Long-Step Surface-Following Interior Point Methods

We develop a long-step polynomial time version of the Method of Analytic Centers for non-linear convex problems. The method traces a multi-parameter surface of analytic centers rather than the usual path, which allows to handle cases with noncentered and possibly infeasible starting point.

Yurii Nesterov | Arkadi Nemirovski

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