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Dual versus primal-dual interior-point methods for linear and conic programming

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Abstract

We observe a curious property of dual versus primal-dual path-following interior-point methods when applied to unbounded linear or conic programming problems in dual form. While primal-dual methods can be viewed as implicitly following a central path to detect primal infeasibility and dual unboundedness, dual methods can sometimes implicitly move away from the analytic center of the set of infeasibility/unboundedness detectors.

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Authors and Affiliations

  1. School of OR & IE, Cornell University, Ithaca, NY, 14853-3801, USA

    M. J. Todd

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  1. M. J. Todd
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Correspondence to M. J. Todd.

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Dedicated to Clovis Gonzaga on the occassion of his 60th birthday.

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Todd, M.J. Dual versus primal-dual interior-point methods for linear and conic programming. Math. Program. 111, 301–313 (2008). https://doi.org/10.1007/s10107-006-0067-3

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  • DOI: https://doi.org/10.1007/s10107-006-0067-3

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