A full-Newton step infeasible interior-point method based on a trigonometric kernel function without centering steps

被引:0
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作者
Behrouz Kheirfam
Masoumeh Haghighi
机构
[1] Azarbaijan Shahid Madani University,Department of Applied Mathematics
来源
Numerical Algorithms | 2020年 / 85卷
关键词
Linear optimization; Infeasible interior-point method; Full-Newton step; Kernel functions; Polynomial complexity; 90C05; 90C51;
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摘要
In this paper, a full-Newton step infeasible interior-point method for solving linear optimization problems is presented. In each iteration, the algorithm uses only one so-called feasibility step and computes the feasibility search directions by using a trigonometric kernel function with a double barrier term. Convergence of the algorithm is proved and it is shown that the complexity bound of the algorithm matches the currently best known iteration bound for infeasible interior-point methods. Finally, some numerical results are provided to illustrate the performance of the proposed algorithm.
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页码:59 / 75
页数:16
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