An Efficient Primal–Dual Interior Point Method for Linear Programming Problems Based on a New Kernel Function with a Trigonometric Barrier Term

Mousaab Bouafia (), Djamel Benterki () and Adnan Yassine ()
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Mousaab Bouafia: University of 8 May 1945 Guelma
Djamel Benterki: University Setif 1
Adnan Yassine: Normandie University

Journal of Optimization Theory and Applications, 2016, vol. 170, issue 2, No 11, 528-545

Abstract: Abstract In this paper, we present a primal–dual interior point method for linear optimization problems based on a new efficient kernel function with a trigonometric barrier term. We derive the complexity bounds for large and small-update methods, respectively. We obtain the best known complexity bound for large update, which improves significantly the so far obtained complexity results based on a trigonometric kernel function given by Peyghami et al. The results obtained in this paper are the first to reach this goal.

Keywords: Linear optimization; Kernel function; Interior point methods; Complexity bound; 90C05; 90C31; 90C51 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-016-0895-0

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