A Full-Newton Step Infeasible Interior-Point Algorithm for Linear Programming Based on a Kernel Function
Journal Article
·
· Applied Mathematics and Optimization
- Nanjing Normal University, School of Mathematics and Computer Science (China)
This paper proposes an infeasible interior-point algorithm with full-Newton step for linear programming, which is an extension of the work of Roos (SIAM J. Optim. 16(4):1110-1136, 2006). The main iteration of the algorithm consists of a feasibility step and several centrality steps. We introduce a kernel function in the algorithm to induce the feasibility step. For parameter p element of [0,1], the polynomial complexity can be proved and the result coincides with the best result for infeasible interior-point methods, that is, O(nlog n/{epsilon})
- OSTI ID:
- 21241844
- Journal Information:
- Applied Mathematics and Optimization, Journal Name: Applied Mathematics and Optimization Journal Issue: 2 Vol. 60; ISSN 0095-4616
- Country of Publication:
- United States
- Language:
- English
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