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Title: A Full-Newton Step Infeasible Interior-Point Algorithm for Linear Programming Based on a Kernel Function

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})
Authors:
 [1] ;  [2] ;  [3]
  1. Hohai University, College of Science (China), E-mail: zhyi@hhu.edu.cn
  2. Nanjing Normal University, School of Mathematics and Computer Science (China), E-mail: wysun@njnu.edu.cn
  3. University of Science and Technology of China, Department of Modern Mechanics (China), E-mail: tfbao@mail.ustc.edu.cn
Publication Date:
OSTI Identifier:
21241844
Resource Type:
Journal Article
Resource Relation:
Journal Name: Applied Mathematics and Optimization; Journal Volume: 60; Journal Issue: 2; Other Information: DOI: 10.1007/s00245-009-9069-x; Copyright (c) 2009 Springer Science+Business Media, LLC; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICAL METHODS AND COMPUTING; 99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE; ALGORITHMS; LINEAR PROGRAMMING; POLYNOMIALS