Recovery of the Analytic Center in Perturbed Quadratic Regions and Applications

Angel Sanchez-Paulo R. Oliveira-Marcos A. dos Santos

We present results that allow recover analytic center approximate when a sectional convex quadratic set is perturbed by an finite number of new quadratic inequa- lities to be added. This kind of reinitialization may play an important role in some interior point algoritms that successively refine the region where there is a soluction of the original problem.The results obtained plays a central role in Interior Feasible Problems, Interior Point Postoptimality Techniques, and in the minimization of a non differentiable convex function,where f is successively better approximated by the maximum of an increasing number of linear functions.

Relatorio de Pesquisa/UFRRJ-DEMAT-LESCMA-RP 002-99/09