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
منابع مشابه
A path-following infeasible interior-point algorithm for semidefinite programming
We present a new algorithm obtained by changing the search directions in the algorithm given in [8]. This algorithm is based on a new technique for finding the search direction and the strategy of the central path. At each iteration, we use only the full Nesterov-Todd (NT)step. Moreover, we obtain the currently best known iteration bound for the infeasible interior-point algorithms with full NT...
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 کاملImproved infeasible-interior-point algorithm for linear complementarity problems
We present a modified version of the infeasible-interior- We present a modified version of the infeasible-interior-point algorithm for monotone linear complementary problems introduced by Mansouri et al. (Nonlinear Anal. Real World Appl. 12(2011) 545--561). Each main step of the algorithm consists of a feasibility step and several centering steps. We use a different feasibility step, which tar...
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: Optimization and Engineering
سال: 2022
ISSN: ['1389-4420', '1573-2924']
DOI: https://doi.org/10.1007/s11081-022-09712-9