An infeasible interior-point arc-search method with Nesterov’s restarting strategy for linear programming problems

Einosuke Iida () and Makoto Yamashita ()
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Einosuke Iida: Tokyo Institute of Technology
Makoto Yamashita: Tokyo Institute of Technology

Computational Optimization and Applications, 2024, vol. 88, issue 2, No 8, 643-676

Abstract: Abstract An arc-search interior-point method is a type of interior-point method that approximates the central path by an ellipsoidal arc, and it can often reduce the number of iterations. In this work, to further reduce the number of iterations and the computation time for solving linear programming problems, we propose two arc-search interior-point methods using Nesterov’s restarting strategy which is a well-known method to accelerate the gradient method with a momentum term. The first one generates a sequence of iterations in the neighborhood, and we prove that the proposed method converges to an optimal solution and that it is a polynomial-time method. The second one incorporates the concept of the Mehrotra-type interior-point method to improve numerical performance. The numerical experiments demonstrate that the second one reduced the number of iterations and the computational time compared to existing interior-point methods due to the momentum term.

Keywords: Interior point method; Arc-search; Nesterov’s restarting method; Linear programming (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10589-024-00561-z

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