Levent Tunçel We study the limiting properties of the affine-scaling directions for linear programming problems. The worst-case angle between the affine-scaling directions and the objective function vector provides an interesting measure that has been very helpful in convergence analyses and in understanding the behaviour of various interior-point algorithms. We establish new relations between this measure and some … Read more
Primal-dual interior-point (p-d i-p) methods for Semidefinite Programming (SDP) are generally based on solving a system of matrix equations for a Newton type search direction for a symmetrization of the optimality conditions. These search directions followed the derivation of similar p-d i-p methods for linear programming (LP). Among these, a computationally interesting search direction is … Read more
Recently, Aguilera et al.\ exposed a beautiful relationship between antiblocker duality and the lift-and-project operator proposed by Balas et al. We present a very short proof of their result that the \BCC-rank of the clique polytope is invariant under complementation. The proof of Aguilera et al. relies on their main technical result, which describes a … Read more
We study the lift-and-project procedures for solving combinatorial optimization problems, as described by Lov\’asz and Schrijver, in the context of the stable set problem on graphs. We investigate how the procedures’ performances change as we apply fundamental graph operations. We show that the odd subdivision of an edge and the subdivision of a star operations … Read more
We present a framework for designing and analyzing primal-dual interior-point methods for convex optimization. We assume that a self-concordant barrier for the convex domain of interest and the Legendre transformation of the barrier are both available to us. We directly apply the theory and techniques of interior-point methods to the given good formulation of the … Read more
We study homogeneous convex cones. We first characterize the extreme rays of such cones in the context of their primal construction (due to Vinberg) and also in the context of their dual construction (due to Rothaus). Then, using these results, we prove that every homogeneous cone is facially exposed. We provide an alternative proof of … Read more
We begin with a study of the infeasibility measures for linear programming problems. For this purpose, we consider feasibility problems in Karmarkar’s standard form. Our main focus is on the complexity measures which can be used to bound the amount of computational effort required to solve systems of linear inequalities and related problems in certain … Read more