A polynomial time infeasible interior-point arc-search algorithm for convex optimization

نویسندگان

چکیده

This paper proposes an infeasible interior-point algorithm for the convex optimization problem using arc-search techniques. The proposed simultaneously selects centering parameter and step size, aiming at optimizing performance in every iteration. Analytic formulas are provided to make method very efficient. convergence of is proved a polynomial bound established. preliminary numerical test results indicate that efficient effective

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ژورنال

عنوان ژورنال: Optimization and Engineering

سال: 2022

ISSN: ['1389-4420', '1573-2924']

DOI: https://doi.org/10.1007/s11081-022-09712-9