A Full-Newton Step Infeasible Interior-Point Algorithm for Linear Programming Based on a Special Self-Regular Proximity∗
نویسندگان
چکیده
This paper proposes an infeasible interior-point algorithm with full-Newton step for linear programming, which is an extension of the work of Roos (SIAM J. Optim., 16(4):1110– 1136, 2006). We introduce a special self-regular proximity to induce the feasibility step and to verify quadratic convergence. The result of polynomial complexity coincides with the best-known iteration bound for infeasible interior-point methods, namely, O(n logn/ε).
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