Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6422993 | Journal of Computational and Applied Mathematics | 2012 | 11 Pages |
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
Authors
M. El Ghami, Z.A. Guennoun, S. Bouali, T. Steihaug,