A New Efficient Large-Update Primal-Dual Interior-Point Method Based on a Finite Barrier
نویسندگان
چکیده
We introduce a new barrier function which is not a barrier function in the usual sense: it has finite value at the boundary of the feasible region. Despite this, its iteration bound, O (√ n logn log n ε ) , is as good as it can be: it is the best known bound for large-update methods. The recently introduced notions of superconvexity and exponential convexity are crucial in the analysis.
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 13 شماره
صفحات -
تاریخ انتشار 2002