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A new perspective on the complexity of interior point methods for linear programming

Abstract:

In a dynamical systems paradigm, many optimization algorithms are equivalent to applying forward Euler method to the system of ordinary differential equations defined by the vector field of the search directions. Thus the stiffness of such vector fields will play an essential role in the complexity of these methods. We first exemplify this point with a theoretical result for general linesearch methods for unconstrained optimization, which we further employ to investigating the complexity of a...

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Coralia Cartis More by this author
Raphael Hauser More by this author
Publication date:
2007-03-05
URN:
uuid:7c3c586c-7c90-467b-b5a3-8a19b7fe8e6d
Local pid:
oai:eprints.maths.ox.ac.uk:1097

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