-

 

 

 




Optimization Online





 

A full-Newton step infeasible interior-point algorithm for linear programming based on a kernel function

Zhongyi Liu (zhyi***at***hhu.edu.cn)

Abstract: 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). We introduce a kernel function in the algorithm. For $p\in[0,1)$, the polynomial complexity can be proved and the result coincides with the best result for infeasible interior-point methods, that is, $O(n\log n/\varepsilon)$.

Keywords: linear programming, infeasible interior-point method, full-Newton step, polynomial complexity, kernel function

Category 1: Convex and Nonsmooth Optimization (Convex Optimization )

Category 2: Linear, Cone and Semidefinite Programming (Linear Programming )

Citation:

Download:

Entry Submitted: 11/10/2008
Entry Accepted: 11/10/2008
Entry Last Modified: 08/11/2009

Modify/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
Mathematical Programming Society