An infeasible interior-point algorithm with full-Newton step for linear optimization

An infeasible interior-point algorithm with full-Newton step for linear optimization

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Article ID: iaor20083418
Country: Netherlands
Volume: 46
Issue: 2
Start Page Number: 173
End Page Number: 188
Publication Date: Oct 2007
Journal: Numerical Algorithms
Authors: ,
Keywords: interior point methods
Abstract:

Recently, Roos presented a primal–dual infeasible interior-point algorithm that uses full-Newton steps and whose iteration bound coincides with the best known bound for infeasible interior-point algorithms. In the current paper we use a different feasibility step such that the definition of the feasibility step by Mansouri and Roos is a special case of our definition, and show that the same result on the order of iteration complexity can be obtained.

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