A MODIFIED FULL-NEWTON STEP INFEASIBLE INTERIOR-POINT ALGORITHM FOR LINEAR OPTIMIZATION

B. Kheirfam (), K. Ahmadi () and F. Hasani ()
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B. Kheirfam: Department of Mathematics, Azarbaijan Shahid Madani University, Tabriz, Iran
K. Ahmadi: Department of Mathematics, Azarbaijan Shahid Madani University, Tabriz, Iran
F. Hasani: Department of Mathematics, Azarbaijan Shahid Madani University, Tabriz, Iran

Asia-Pacific Journal of Operational Research (APJOR), 2013, vol. 30, issue 06, 1-17

Abstract: We present a full-Newton step infeasible interior-point algorithm based on a new search direction. The algorithm decreases the duality gap and the feasibility residuals at the same rate. During this algorithm we construct strictly feasible iterates for a sequence of perturbations of the given problem and its dual problem. Each main iteration of the algorithm consists of a feasibility step and some centering steps. We show that the algorithm converges and finds an approximate solution in a polynomial time complexity. A numerical study is done for its numerical performance.

Keywords: Infeasible interior-point methods; full-Newton step; polynomial complexity (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1142/S0217595913500279

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