Article ID Journal Published Year Pages File Type
1142619 Operations Research Letters 2011 5 Pages PDF
Abstract
► The central path plays a very important role in interior-point methods. ► By an equivalent reformulation of the central path, we obtain a new search direction. ► The new direction targets a small neighborhood of the central path. ► Based on this search direction, we present a full-Newton step interior-point algorithm. ► The complexity bound of the algorithm is the best known for linear optimization.
Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
Authors
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