The Mathematical Institute, University of Oxford, Eprints Archive

The Nesterov-Todd Direction and its Relation to Weighted Analytic Centers

Hauser, Raphael (2003) The Nesterov-Todd Direction and its Relation to Weighted Analytic Centers. Technical Report. Unspecified. (Submitted)

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Abstract

The subject of this report concerns differential-geometric properties of the Nesterov-Todd search direction for linear optimization over symmetric cones. In particular, we investigate the rescaled asymptotics of the associated flow near the central path. Our results imply that the Nesterov-Todd direction arises as the solution of a Newton system defined in terms of a certain transformation of the primal-dual feasible domain. This transformation has especially appealing properties which generalize the notion of weighted analytic centers for linear programming.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1205
Deposited By:Lotti Ekert
Deposited On:19 May 2011 07:40
Last Modified:19 May 2011 07:40

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