ln) iterations, where ν is the parameter of a self-concordant barrier for the cone, ε is a relative accuracy and ρf is a feasibility measure.
We also discuss the behavior of path-following methods as applied to infeasible problems. We prove that strict infeasibility (primal or dual) can be detected in O(ln) iterations, where ρ· is a primal or dual infeasibility measure.
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Received April 25, 1996 / Revised version received March 4, 1998 Published online October 9, 1998
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Nesterov, Y., Todd, M. & Ye, Y. Infeasible-start primal-dual methods and infeasibility detectors for nonlinear programming problems . Math. Program. 84, 227–267 (1999). https://doi.org/10.1007/s10107980009a
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DOI: https://doi.org/10.1007/s10107980009a