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An improved and simplified full-Newton step O(n) infeasible interior-point method for Linear Optimization

Kees Roos (c.roos***at***tudelft.nl)

Abstract: We present an improved version of an infeasible interior-point method for linear optimization published in 2006. In the earlier version each iteration consisted of one so-called infeasibility step and a few – at most three – centering steps. In this paper each iteration consists of only a infeasibility step, whereas the iteration bound improves the earlier bound by about a factor 3.

Keywords: linear optimization, interior-point method, infeasible method, primal-dual method, polyno- mial complexity

Category 1: Linear, Cone and Semidefinite Programming (Linear Programming )

Citation: Manuscript, January 2014, TU Delft

Download: [PDF]

Entry Submitted: 01/16/2014
Entry Accepted: 01/16/2014
Entry Last Modified: 10/21/2014

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