A new perspective on the complexity of interior point methods for linear programming

In a dynamical systems paradigm, many optimization algorithms are equivalent to applying forward Euler method to the system of ordinary differential equations defined by the vector field of the search directions. Thus the stiffness of such vector fields will play an essential role in the complexity...

Full description

Bibliographic Details
Main Authors: Cartis, C, Hauser, R
Format: Report
Published: Unspecified 2007