Interior-point algorithm for linear optimization based on a new trigonometric kernel function

被引：31
|
作者：
Li, Xin [1 ]
Zhang, Mingwang [1 ]
机构：
[1] China Three Gorges Univ, Coll Sci, Yi Chang 443002, Peoples R China
来源：
OPERATIONS RESEARCH LETTERS | 2015年 / 43卷 / 05期
关键词：
Linear optimization; Kernel function; Interior-point algorithm; Large-update; Polynomial complexity;
D O I：
10.1016/j.orl.2015.06.013
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：
In this paper, we present a new primal-dual interior-point algorithm for linear optimization based on a trigonometric kernel function. By simple analysis, we derive the worst case complexity for a large-update primal-dual interior-point method based on this kernel function. This complexity estimate improves a result from El Ghami et al. (2012) and matches the one obtained in Reza Peza Peyghami et al. (2014). (C) 2015 Elsevier B.V. All rights reserved.
引用
收藏
页码：471 / 475
页数：5
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