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: | Sun Wenyu, Liu Zhongyi |
Keywords: | interior point methods |
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.