A Non-Archimedean Interior Point Method for Solving Lexicographic Multi-Objective Quadratic Programming Problems

This work presents a generalized implementation of the infeasible primal-dual Interior Point Method (IPM) achieved by the use of non-Archimedean values, i.e., infinite and infinitesimal numbers. The extended version, called here non-Archimedean IPM (NA-IPM), is proved to converge in polynomial time...

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Bibliographic Details
Published in:arXiv.org
Main Authors: Fiaschi, Lorenzo, Cococcioni, Marco
Format: Paper
Language:English
Published: Ithaca Cornell University Library, arXiv.org 25.09.2024
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ISSN:2331-8422
Online Access:Get full text
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