Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5128405 | Operations Research Letters | 2016 | 4 Pages |
Abstract
In this paper, we propose a finite barrier kernel function for primal-dual interior-point algorithm in linear optimization with a full-Newton step. To our best knowledge, it is the first time that the property of exponential convexity is used for full-Newton step interior-point methods(IPMs). Moreover, the analysis is simplified and the complexity of the algorithm coincides with the currently best iteration bound for linear optimization problems.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Weiwei Wang, Hongmei Bi, Hongwei Liu,