摘要:

This paper investigates the analyticity of certain paths that arise in the context of feasible interior-point-methods. It is shown that there exists a neigborhood surrounding a strictly complementary optimal point where the path is analytic and all its derivatives with respect to the path parameter exist, even if the linear program is degenerate. For this reason it is possible to extend the path through the feasible region from the positive real axis to the left complex half plane. This is done by a canonical transformation of the linear program. The analyticity provides the theoretical foundation for numerical methods following the path by higher-order approximations

ISSN:1055-6788    

DOI:10.1080/10556789808805693

出版商:Gordon and Breach Science Publishers    

年代:1998

数据来源: Taylor

ISSN:1055-6788    

DOI:10.1080/10556789808805682

出版商:Gordon and Breach Science Publishers    

年代:1998

数据来源: Taylor