Article ID Journal Published Year Pages File Type
6422993 Journal of Computational and Applied Mathematics 2012 11 Pages PDF
Abstract

In this paper, we present a new barrier function for primal-dual interior-point methods in linear optimization. The proposed kernel function has a trigonometric barrier term. It is shown that in the interior-point methods based on this function for large-update methods, the iteration bound is improved significantly. For small-update interior-point methods, the iteration bound is the best currently known bound for primal-dual interior-point methods.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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