Dual versus Primal-Dual Interior-Point Methods for Linear and Conic Programmin

Todd, M. J.

eCommons@Cornell

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 away from the analytic center of the set of infeasibility/unboundedness detectors

Dual versus Primal-Dual Interior-Point Methods for Linear and Conic Programming

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