This paper presents some examples of ill-behaved central paths in convex optimization. Some contain infinitely many fixed length central segments; others manifest oscillations with infinite variation. These central paths can be encountered even for infinitely differentiable data.
Keywords Central path - Convex optimization - Interior point algorithm - Nonlinear programming - Penalty function methods
Mathematics Subject Classification (2000): 90C25, 90C51Research partially supported by CAPES, Brazil.
Research partially supported by CAPES and CNPq, Brazil.