New Interior-Point Algorithm for Linear Optimization Based on a Universal Tangent Direction

Marianna E. Nagy, Tibor Illés, Yurii Nesterov and Petra Renáta Rigó

Corvinus Economics Working Papers (CEWP) from Corvinus University of Budapest

Abstract: In this paper, we suggest a new interior-point method for linear optimization, based on the idea of Parabolic Target Space. Our method can start at any strictly feasible primal-dual pair and go directly towards a solution by a predictor-corrector scheme. Each iteration needs inversion of a matrix in small dimension. The worst-case upper bound for the number of matrix factorizations is

Keywords: linear optimization; interior-point algorithms; parabolic target space; universal tangent direction (search for similar items in EconPapers)
JEL-codes: C61 (search for similar items in EconPapers)
Date: 2024-10-29
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