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A full-Newton step infeasible interior-point method based on a trigonometric kernel function without centering steps

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Abstract

In this paper, a full-Newton step infeasible interior-point method for solving linear optimization problems is presented. In each iteration, the algorithm uses only one so-called feasibility step and computes the feasibility search directions by using a trigonometric kernel function with a double barrier term. Convergence of the algorithm is proved and it is shown that the complexity bound of the algorithm matches the currently best known iteration bound for infeasible interior-point methods. Finally, some numerical results are provided to illustrate the performance of the proposed algorithm.

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Authors and Affiliations

  1. Department of Applied Mathematics, Azarbaijan Shahid Madani University, Tabriz, Iran

    Behrouz Kheirfam & Masoumeh Haghighi

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  1. Behrouz Kheirfam
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  2. Masoumeh Haghighi
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Correspondence to Behrouz Kheirfam.

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Kheirfam, B., Haghighi, M. A full-Newton step infeasible interior-point method based on a trigonometric kernel function without centering steps. Numer Algor 85, 59–75 (2020). https://doi.org/10.1007/s11075-019-00802-x

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  • DOI: https://doi.org/10.1007/s11075-019-00802-x

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