Interior-point algorithm for linear optimization based on a new trigonometric kernel function
نویسندگان
چکیده
In this paper, we present a new primal-dual interior-point algorithm for linear optimization based on a trigonometric kernel function. By simple analysis, we derive the worst case complexity for a large-update primal-dual interior-point method based on this kernel function. This complexity estimate improves a result from [1] and matches the one obtained in [2].
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ورودعنوان ژورنال:
- Oper. Res. Lett.
دوره 43 شماره
صفحات -
تاریخ انتشار 2015