Seminar series
Date
Thu, 28 Nov 2002
Time
14:00 -
15:00
Location
Comlab
Speaker
Dr Coralia Cartis
Organisation
University of Cambridge
Long-step primal-dual path-following algorithms constitute the
framework of practical interior point methods for
solving linear programming problems. We consider
such an algorithm and a second order variant of it.
We address the problem of the convergence of
the sequences of iterates generated by the two algorithms
to the analytic centre of the optimal primal-dual set.