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- Title
Improved Full-Newton Step O( nL) Infeasible Interior-Point Method for Linear Optimization.
- Authors
Gu, G.; Mansouri, H.; Zangiabadi, M.; Bai, Y.; Roos, C.
- Abstract
We present several improvements of the full-Newton step infeasible interior-point method for linear optimization introduced by Roos (SIAM J. Optim. 16(4):1110-1136, ). Each main step of the method consists of a feasibility step and several centering steps. We use a more natural feasibility step, which targets the μ-center of the next pair of perturbed problems. As for the centering steps, we apply a sharper quadratic convergence result, which leads to a slightly wider neighborhood for the feasibility steps. Moreover, the analysis is much simplified and the iteration bound is slightly better.
- Subjects
MATHEMATICAL optimization; MAXIMA &; minima; PERTURBATION theory; APPROXIMATION theory; ITERATIVE methods (Mathematics)
- Publication
Journal of Optimization Theory & Applications, 2010, Vol 145, Issue 2, p271
- ISSN
0022-3239
- Publication type
Article
- DOI
10.1007/s10957-009-9634-0