A primal-dual interior-point method based on a new kernel function with linear growth rate
نویسندگان
چکیده
We introduce a new barrier function which has a linear growth term in its kernel function. So far all existing kernel functions have a quadratic (or higher degree) growth term. Despite this, a large-update primal-dual interior-point method based on this kernel function has the same iteration bound as the classical primal-dual method, which is based on the logarithmic barrier method.
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