A full-modified-Newton step infeasible interior-point algorithm for linear optimization
نویسندگان
چکیده
منابع مشابه
A Full-Newton Step O(n) Infeasible Interior-Point Algorithm for Linear Optimization
We present a full-Newton step infeasible interior-point algorithm. It is shown that at most O(n) (inner) iterations suffice to reduce the duality gap and the residuals by the factor 1 e . The bound coincides with the best known bound for infeasible interior-point algorithms. It is conjectured that further investigation will improve the above bound to O( √ n).
متن کاملA Second Full - Newton Step O ( n ) Infeasible Interior - Point Algorithm for Linear Optimization ∗
In [4] the second author presented a new 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. Each iteration consists of a step that restores the feasibility for an intermediate problem (the so-called feasibility step) and a few (usual) centering steps. No more than O(n...
متن کاملA full Nesterov-Todd step infeasible interior-point algorithm for symmetric cone linear complementarity problem
A full Nesterov-Todd (NT) step infeasible interior-point algorithm is proposed for solving monotone linear complementarity problems over symmetric cones by using Euclidean Jordan algebra. Two types of full NT-steps are used, feasibility steps and centering steps. The algorithm starts from strictly feasible iterates of a perturbed problem, and, using the central path and feasi...
متن کاملA New Infeasible Interior-Point Algorithm with Full Nesterov-Todd Step for Semi-Definite Optimization
We present a new full Nesterov and Todd step infeasible interior-point algorithm for semi-definite optimization. The algorithm decreases the duality gap and the feasibility residuals at the same rate. In the algorithm, we construct strictly feasible iterates for a sequence of perturbations of the given problem and its dual problem. Every main iteration of the algorithm consists of a feasibili...
متن کاملA a Full - Newton Step Infeasible - Interior - Point Algorithm for P ∗ ( Κ ) - Horizontal Linear Complementarity Problems
In this paper we generalize an infeasible interior-point method for linear optimization to horizontal linear complementarity problem (HLCP). This algorithm starts from strictly feasible iterates on the central path of a perturbed problem that is produced by suitable perturbation in HLCP problem. Then, we use so-called feasibility steps that serves to generate strictly feasible iterates for the ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Industrial and Management Optimization
سال: 2015
ISSN: 1547-5816
DOI: 10.3934/jimo.2016.12.103