Examples of ill-behaved central paths in convex optimization

  • Jean Charles Gilbert
  • Clóvis Caesar Gonzaga
  • Elizabeth Wegner Karas
    • Categories Convex Optimization, Nonlinear Optimization Short URL: https://optimization-online.org/?p=8706

    This paper presents some examples of ill-behaved central paths in convex optimization. Some contain infinitely many fixed length central segments; others manifest oscillations with infinite variation. These central paths can be encountered even for infinitely differentiable data.

    Citation

    Rapport de recherche 4179, INRIA, France, 2001

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