The Nesterov-Todd Direction and its Relation to Weighted Analytic Centers
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 dire...
Main Author: | Hauser, R |
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Format: | Report |
Published: |
Unspecified
2003
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