Recovery of the Analytic Center in Perturbed Quadratic Regions and Applications
Angel Sanchez-Paulo R. Oliveira-Marcos A. dos Santos
We present results that allow recover analytic center approximate when
a sectional convex quadratic set is perturbed by an finite number of
new quadratic inequa- lities to be added. This kind of
reinitialization may play an important role in some interior point
algoritms that successively refine the region where there is a
soluction of the original problem.The results obtained plays a central
role in Interior Feasible Problems, Interior Point Postoptimality
Techniques, and in the minimization of a non differentiable convex
function,where f is successively better approximated by the maximum of
an increasing number of linear functions.
Relatorio de Pesquisa/UFRRJ-DEMAT-LESCMA-RP 002-99/09
Contact: [email protected]
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