A Circular Cone Relaxation Primal Interior Point Algorithm for Lp
نویسنده
چکیده
We consider a primal interior point algorithm for LP. The method uses a search direction obtained by minimizing the original objective over a linearly transformed section of the circular cone circumscribed around the nonnegative orthant. If the latter problem has a finite solution, it provides a lower bound for the optimal objective and a target point specifying a descent direction. Otherwise, the target point is constructed with the objective value equal to the current lower bound. The method is monotonous and requires Oðn ln 1="Þ main iterations to attain "-optimality.
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