Article ID Journal Published Year Pages File Type
5128405 Operations Research Letters 2016 4 Pages PDF
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
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