An Infeasible Full-newton Step Algorithm for Linear Optimization with One Centering Step in Major Iteration
نویسنده
چکیده
Recently, Roos proposed a full-Newton step infeasible interiorpoint method (IIPM) for solving linear optimization (LO) problems. Later on, more variants of this algorithm were published. However, each main step of these methods is composed of one feasibility step and several centering steps. The purpose of this paper is to prove that by using a new search direction it is enough to take only one centering step in order to obtain a polynomial-time method. This algorithm has the same complexity as the best known IIPMs.
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