- A Full-Newton Step $O(n)$ Infeasible Interior-Point Algorithm for Linear Optimization C Roos (C.Roosewi.tudelft.nl) Abstract: We present a full-Newton step infeasible interior-point algorithm. It is shown that at most $O(n)$ (inner) iterations suffice to reduce the duality gap and the residuals by the factor $\frac1{e}$. The bound coincides with the best known bound for infeasible interior-point algorithms. It is conjectured that further investigation will improve the above bound to $O(\sqrt{n})$. Keywords: Linear optimization, infeasible interior-point method, Category 1: Linear, Cone and Semidefinite Programming (Linear Programming ) Citation: Manuscript. Delft University of Technology. P.O. Box 5031, 2600 GA Delft, The Netherlands. March 2005 Download: [PDF]Entry Submitted: 06/22/2005Entry Accepted: 06/22/2005Entry Last Modified: 06/22/2005Modify/Update this entry Visitors Authors More about us Links Subscribe, Unsubscribe Digest Archive Search, Browse the Repository Submit Update Policies Coordinator's Board Classification Scheme Credits Give us feedback Optimization Journals, Sites, Societies Optimization Online is supported by the Mathematical Programming Society and by the Optimization Technology Center.