Characterization of the limit point of the central path in semidefinite programming

In linear programming, the central path is known to converge to the analytic center of the set of optimal solutions. Recently, it has been shown that this is not necessarily true for linear semidefinite programming in the absence of strict complementarity. The present paper deals with the formulation of a convex problem whose solution defines … Read more

Relations between divergence of multipliers and convergence to infeasible points in primal-dual interior methods for nonconvex nonlinear programming

Recently, infeasibility issues in interior methods for nonconvex nonlinear programming have been studied. In particular, it has been shown how many line-search interior methods may converge to an infeasible point which is on the boundary of the feasible region with respect to the inequality constraints. The convergence is such that the search direction does not … Read more