A Modified Infeasible-Interior-Point Algorithm for Linear Optimization Problems

H. Mansouri (), M. Zangiabadi () and M. Arzani
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H. Mansouri: Shahrekord University
M. Zangiabadi: Shahrekord University
M. Arzani: Shahrekord University

Journal of Optimization Theory and Applications, 2015, vol. 166, issue 2, No 13, 605-618

Abstract: Abstract In this paper, we present an improved version of the infeasible-interior-point method for linear optimization introduced by Roos (SIAM J Optim 16(4):1110–1136, 2006). Each main step of Roos’s algorithm is composed of one feasibility step and several centering steps. By using a new search direction, we prove that it is enough to take only one step in order to obtain a polynomial-time method. The iteration bound coincides with the currently best iteration bound for linear optimization problems.

Keywords: Infeasible-interior-point method; Central path; Search directions; Full-Newton step; Perturbed problems; 90C05; 90C51 (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s10957-015-0719-7

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