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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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
Keywords
- Linear optimization
- Infeasible interior-point method
- Full-Newton step
- Kernel functions
- Polynomial complexity