Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142619 | Operations Research Letters | 2011 | 5 Pages |
Abstract
⺠The central path plays a very important role in interior-point methods. ⺠By an equivalent reformulation of the central path, we obtain a new search direction. ⺠The new direction targets a small neighborhood of the central path. ⺠Based on this search direction, we present a full-Newton step interior-point algorithm. ⺠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
Lipu Zhang, Yinghong Xu,