New parameterized kernel functions for linear optimization

New parameterized kernel functions for linear optimization

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Article ID: iaor20126020
Volume: 54
Issue: 2
Start Page Number: 353
End Page Number: 366
Publication Date: Oct 2012
Journal: Journal of Global Optimization
Authors: , ,
Keywords: programming: linear
Abstract:

Recent studies on the kernel function‐based primal‐dual interior‐point algorithms indicate that a kernel function not only represents a measure of the distance between the iteration and the central path, but also plays a critical role in improving the computational complexity of an interior‐point algorithm. In this paper, we propose a new class of parameterized kernel functions for the development of primal‐dual interior‐point algorithms for solving linear programming problems. The properties of the proposed kernel functions and corresponding parameters are investigated. The results lead to a complexity bounds of O n log n log n ϵ equ1 for the large‐update primal‐dual interior point methods. To the best of our knowledge, this is the best known bound achieved.

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