Multi-Parameter Surfaces of Analytic Centers and Long-Step Surface-Following Interior Point Methods
Yu. Nesterov, Arkadi S. Nemirovski · Mathematics of Operations Research · 1998
We develop a long-step polynomial time version of the Method of Analytic Centers for non-linear convex problems. The method traces a multi-parameter surface of analytic centers rather than the usual path, which allows to handle cases with noncentered and possibly infeasible starting point.