Abstract
For the last decade, interior-point methods that use barrier functions induced by some real univariate kernel functions have been studied. In these interior-point methods, the algorithm stops when a solution is found such that it is close (in the barrier function sense) to a point in the central path with the desired accuracy. However, this does not directly imply that the algorithm generates a solution with prescribed accuracy. Until now, this had not been appropriately addressed. In this paper, we analyze the accuracy of the solution produced by the aforementioned algorithm.
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This work was partially supported by CMA/FCT/UNL, under Financiamento Base 2009 ISFL-1-297 from FCT/MCTES/PT.
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Communicated by Florian A. Potra.
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Vieira, M.V.C. The Accuracy of Interior-Point Methods Based on Kernel Functions. J Optim Theory Appl 155, 637–649 (2012). https://doi.org/10.1007/s10957-012-0071-0
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DOI: https://doi.org/10.1007/s10957-012-0071-0