A Full-Newton Step O(n) Infeasible Interior-Point Algorithm for Linear Optimization
نویسنده
چکیده
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).
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 16 شماره
صفحات -
تاریخ انتشار 2006