Abstract
For the last decade, interior-point methods that use barrier functions induced by some real univariate kernel functions have been studied. In these interiorpoint methods, the algorithm stops when a solution is found such that it is close (in the barrier function sense) to a point in the central path with the desired accuracy. However, this does not directly imply that the algorithm generates a solution with prescribed accuracy. Until now, this had not been appropriately addressed. In this paper, we analyze the accuracy of the solution produced by the aforementioned algorithm.
Original language | Unknown |
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Pages (from-to) | 637-649 |
Journal | Journal Of Optimization Theory And Applications |
Volume | 155 |
Issue number | 2 |
DOIs | |
Publication status | Published - 1 Jan 2012 |