Improved Full-Newton Step O(nL) Infeasible Interior-Point Method for Linear Optimization

G. Gu (), H. Mansouri (), M. Zangiabadi (), Y. Q. Bai () and C. Roos ()
Additional contact information
G. Gu: Delft University of Technology
H. Mansouri: Shahrekord University
M. Zangiabadi: Shahrekord University
Y. Q. Bai: Shanghai University
C. Roos: Delft University of Technology

Journal of Optimization Theory and Applications, 2010, vol. 145, issue 2, No 4, 288 pages

Abstract: Abstract We present several improvements of the full-Newton step infeasible interior-point method for linear optimization introduced by Roos (SIAM J. Optim. 16(4):1110–1136, 2006). Each main step of the method consists of a feasibility step and several centering steps. We use a more natural feasibility step, which targets the μ +-center of the next pair of perturbed problems. As for the centering steps, we apply a sharper quadratic convergence result, which leads to a slightly wider neighborhood for the feasibility steps. Moreover, the analysis is much simplified and the iteration bound is slightly better.

Keywords: Linear optimization; Infeasible interior-point method; Full-Newton step; Homotopy method (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s10957-009-9634-0

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