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

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 are implicitly moving {\em away} from the analytic center of the set of infeasibility/unboundedness detectors.

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Technical Report 1410, School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NY, August 2004.

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