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Journal Articles Mathematical Programming Year : 2005

Examples of ill-behaved central paths in convex optimization

Abstract

This paper presents some examples of ill-behaved central paths in convex optimization. Some contain infinitely many fixed length central segments; others manifest oscillations with infinite variation. These central paths can be encountered even for infinitely differentiable data.
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inria-00072443 , version 1 (24-05-2006)

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Jean Charles Gilbert, Clóvis C. Gonzaga, Elizabeth Karas. Examples of ill-behaved central paths in convex optimization. Mathematical Programming, 2005, 103, pp.63-94. ⟨10.1007/s10107-003-0460-0⟩. ⟨inria-00072443⟩
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