Primal-dual interior-point methods with asymmetric barriers
(2008) , 20 pages
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- Abstract
- In this paper we develop several polynomial-time interior-point methods (IPM) for solving nonlinear primal-dual conic optimization problem. We assume that the barriers for the primal and the dual cone are not conjugate. This broken symmetry does not allow to apply the standard primal-dual IPM. However, we show that in this situation it is also possible to develop very efficient optimization methods, which satisfy all desired qualities, including the infeasible-start features. Our technique is based on asymmetric primal-dual barrier augmented by squared residual of the primal-dual linear system.
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Citations
Nesterov, Y. (2008). Primal-dual interior-point methods with asymmetric barriers (CORE Discussion Papers 2008/57). https://hdl.handle.net/2078.5/249622