The homogeneous self-dual method

Robert J. Vanderbei

Research output: Chapter in Book/Report/Conference proceedingChapter


In Chapter 18, we described and analyzed an interior-point method called the path-following algorithm. This algorithm is essentially what one implements in practice but as we saw in the section on convergence analysis, it is not easy (and perhaps not possible) to give a complete proof that the method converges to an optimal solution. If convergence were completely established, the question would still remain as to how fast is the convergence. In this chapter, we shall present a similar algorithm for which a complete convergence analysis can be given.

Original languageEnglish (US)
Title of host publicationInternational Series in Operations Research and Management Science
Number of pages21
StatePublished - 2020
Externally publishedYes

Publication series

NameInternational Series in Operations Research and Management Science
ISSN (Print)0884-8289
ISSN (Electronic)2214-7934

All Science Journal Classification (ASJC) codes

  • Software
  • Computer Science Applications
  • Strategy and Management
  • Management Science and Operations Research
  • Applied Mathematics


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