| Article ID: | iaor20119259 |
| Volume: | 39 |
| Issue: | 5 |
| Start Page Number: | 318 |
| End Page Number: | 322 |
| Publication Date: | Sep 2011 |
| Journal: | Operations Research Letters |
| Authors: | Zhang Lipu, Xu Yinghong |
| Keywords: | interior point methods |
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. The new direction targets a small neighborhood of the central path. Based on this search direction, we present a full‐Newton step interior‐point algorithm. The complexity bound of the algorithm is the best known for linear optimization.