A full-Newton step interior-point algorithm based on modified Newton direction

被引：32
|
作者：
Zhang, Lipu [1 ]
Xu, Yinghong [2 ]
机构：
[1] Zhejiang A&F Univ, Dept Math, Hangzhou 311300, Zhejiang, Peoples R China
[2] Zhejiang Sci Tech Univ, Dept Math, Hangzhou 310018, Zhejiang, Peoples R China
来源：
OPERATIONS RESEARCH LETTERS | 2011年 / 39卷 / 05期
基金：
中国国家自然科学基金;
关键词：
Interior-point algorithm; Full-Newton step; Central path; Complexity analysis;
D O I：
10.1016/j.orl.2011.06.006
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
The central path plays a very important role in interior-point methods. By an equivalent reformulation of the central path, we obtain a new search direction which targets at a small neighborhood of the central path. For a full-Newton step interior-point algorithm based on this search direction, the complexity bound of the algorithm is the best known for linear optimization. (C) 2011 Elsevier B.V. All rights reserved.
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页码：318 / 322
页数：5
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