Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142107 | Operations Research Letters | 2015 | 5 Pages |
Abstract
In this paper, we present a new primal–dual interior-point algorithm for linear optimization based on a trigonometric kernel function. By simple analysis, we derive the worst case complexity for a large-update primal–dual interior-point method based on this kernel function. This complexity estimate improves a result from El Ghami et al. (2012) and matches the one obtained in Reza Peza Peyghami et al. (2014).
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Xin Li, Mingwang Zhang,