Tamás Terlaky Yu and Liu’s strong duality theorem under the time-sharing property requires the Slater condition to hold for the considered general nonconvex problem, what is satisfied for the specific application. We further extend the scope of the theorem under Ky Fan convexity which is slightly weaker than Yu&Lui’s time-sharing property. Article Download View Comments on "Dual … Read more
It has been shown in various papers that most interior-point algorithms and their analysis can be generalized to semidefinite optimization. This paper presents an extension of the recent variant of Mehrotra’s predictor-corrector algorithm that was proposed by Salahi et al. (2005) for linear optimization problems. Based on the NT (Nesterov and Todd 1997) direction as … Read more
Linear Complementarity Problems ($LCP$s) belong to the class of $\mathbb{NP}$-complete problems. Therefore we can not expect a polynomial time solution method for $LCP$s without requiring some special property of the matrix coefficient matrix. Our aim is to construct some interior point algorithms which, according to the duality theorem in EP form, gives a solution of … Read more
The linear complementarity problem (LCP) belongs to the class of NP-complete problems. Therefore we can not expect a polynomial time solution method for LCPs without requiring some special property of the matrix of the problem. We show that the dual LCP can be solved in polynomial time if the matrix is row sufficient, moreover in … Read more
Motivated by a numerical example which shows that a feasible version of Mehrotra’s original predictor-corrector algorithm might be inefficient in practice, Salahi et al., proposed a so-called safeguard based variant of the algorithm that enjoys polynomial iteration complexity while its practical efficiency is preserved. In this paper we analyze the same Mehrotra’s algorithm from a … Read more
This paper provides sufficient conditions for the optimal value function of a given linear semi-infinite programming problem to depend linearly on the size of the perturbations, when these perturbations are directional, involve either the cost coefficients or the right-hand-side function or both, and they are sufficiently small. Two kinds of partitions are considered. The first … Read more
By introducing redundant Klee-Minty examples, we have previously shown that the central path can be bent along the edges of the Klee-Minty cubes, thus having $2^n-2$ sharp turns in dimension $n$. In those constructions the redundant hyperplanes were placed parallel with the facets active at the optimal solution. In this paper we present a simpler … Read more
We consider a family of linear optimization problems over the n-dimensional Klee-Minty cube and show that the central path may visit all of its vertices in the same order as simplex methods do. This is achieved by carefully adding an exponential number of redundant constraints that forces the central path to take at least 2^n-2 … Read more
We introduce a continuous analogue of the Hirsch conjecture and a discrete analogue of the result of Dedieu, Malajovich and Shub. We prove a continuous analogue of the result of Holt and Klee, namely, we construct a family of polytopes which attain the conjectured order of the largest total curvature. Citation AdvOL-Report #2006/09 Advanced Optimization … Read more
We describe a conic interior point decomposition approach for solving a large scale semidefinite programs (SDP) whose primal feasible set is bounded. The idea is to solve such an SDP using existing primal-dual interior point methods, in an iterative fashion between a {\em master problem} and a {\em subproblem}. In our case, the master problem … Read more