A Polynomial-time Algorithm for Linear Optimization Based on a New Kernel Function with Trigonometric Barrier Term
نویسندگان
چکیده
In this paper, we propose a large-update interior-point algorithm for linear optimization based on a new kernel function. New search directions and proximity measure are defined based on this kernel function. We show that if a strictly feasible starting point is available, then the new algorithm has log iteration complexity.
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