An interior point method is proposed to solve variational inequality problems for monotone functions and polyhedral sets. The method has the following advantages. 1. Given an initial interior feasible solution with duality gap 0 , the algorithm requires at most On log(0 ==)] iterations to obtain an-optimal solution. 2. The rate of convergence of the duality gap is q-quadratic. 3. At each iterat...

In this paper we present a generic primal-dual interior point methods (IPMs) for linear optimization in which the search direction depends on a univariate kernel function which is also used as proximity measure in the analysis of the algorithm. The proposed kernel function does not satisfy all the conditions proposed in [2]. We show that the corresponding large-update algorithm improves the ite...

In this paper, we present a new path-following interior-point algorithm for -horizontal linear complementarity problems (HLCPs). The algorithm uses only full-Newton steps which has the advantage that no line searchs are needed. Moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely, , which is as good as the linear analogue.

In this paper, we propose a large-update interior-point algorithm for linear optimization based on a new kernel function. New search directions and proximity measure are defined based on this kernel function. We show that if a strictly feasible starting point is available, then the new algorithm has log iteration complexity.

In this paper we propose a new large-update primal-dual interior point algorithm for P∗(κ) linear complementarity problems (LCPs). We generalize the analysis of BER’s primal-dual interior point algorithm for LP to P∗(κ) LCPs. New search directions and proximity measures are proposed based on a new kernel function which has linear growth term. We showed that if a strictly feasible starting point...

We propose a novel multi-phase level set algorithm for solving the inverse problem of bioluminescence tomography. The distribution of unknown interior source is considered as piecewise constant and represented by using multiple level set functions. The localization of interior bioluminescence source is implemented by tracing the evolution of level set function. An alternate search scheme is inc...

in this paper, we describe our implementation of an interior point algorithm for large scale systems. first we identify system with small and medium methods convex optimization, then we use interior point method for identification. finally we offer an interior point method that uses nonlinear cost function and see that we achieve a good trade-off between error and cpu time. actually, in this pa...

In this paper, we give a unified analysis for both largeand small-update interior-point methods for the Cartesian P∗(κ )-linear complementarity problem over symmetric cones based on a finite barrier. The proposed finite barrier is used both for determining the search directions and for measuring the distance between the given iterate and theμ-center for the algorithm. The symmetry of the result...

‎a full nesterov-todd (nt) step infeasible interior-point algorithm‎ ‎is proposed for solving monotone linear complementarity problems‎ ‎over symmetric cones by using euclidean jordan algebra‎. ‎two types of‎ ‎full nt-steps are used‎, ‎feasibility steps and centering steps‎. ‎the‎ ‎algorithm starts from strictly feasible iterates of a perturbed‎ ‎problem‎, ‎and, using the central path and feasi...