What is it about?
We study the paths associated with an interior point method to solve semi-definite linear complementary problems that are defined using a system of ordinary differential equations. In particular, we study how these paths behave when they are close to the solutions of these problems.
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Why is it important?
The path is defined using a system of ordinary differential equations which reflects closely how iterates in the interior point method are generated. By studying the behavior of these paths, we develop a better understanding of how the algorithm behaves as iterates approach solutions of a semi-definite linear complementary problem.
Perspectives
Using ordinary differential equations to model paths related to the interior point method is a viable way to understand how iterates generated by the algorithm behaves.
Dr Chee Khian Sim
University of Portsmouth
Read the Original
This page is a summary of: Asymptotic Behavior of Underlying NT Paths in Interior Point Methods for Monotone Semidefinite Linear Complementarity Problems, Journal of Optimization Theory and Applications, August 2010, Springer Science + Business Media,
DOI: 10.1007/s10957-010-9746-6.
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