Further development of multiple centrality correctors for interior point methods

Marco Colombo, Jacek Gondzio

Research output: Contribution to journalArticlepeer-review

Abstract

This paper addresses the role of centrality in the implementation of interior point methods. We provide theoretical arguments to justify the use of a symmetric neighbourhood, and translate them into computational practice leading to a new insight into the role of re-centering in the implementation of interior point methods. Second-order correctors, such as Mehrotra's predictor-corrector, can occasionally fail: we derive a remedy to such difficulties from a new interpretation of multiple centrality correctors. Through extensive numerical experience we show that the proposed centrality correcting scheme leads to noteworthy savings over second-order predictor-corrector technique and previous implementations of multiple centrality correctors.

Original languageEnglish
Pages (from-to)277-305
Number of pages29
JournalComputational optimization and applications
Volume41
Issue number3
DOIs
Publication statusPublished - Dec 2008

Keywords

  • Implementation of interior point methods
  • Symmetric neighbourhood
  • Multiple centrality correctors
  • Higher order methods
  • MEHROTRA

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