NESTEROV, Yurii; TODD, Michael; YE, Ping-Yuan - Center for Operations Research and Econometrics (CORE), … - 1996
In this paper we present several "infeasible-start" path-following and potential-reduction primal-dual interior-point methods for nonlinear conic problems. These methods try to find a recession direction of the feasible set of a self-dual homogeneous primal-dual problem. The methods under...