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5. AN INFEASIBLE FULL-NEWTON STEP ALGORITHM FOR LINEAR OPTIMIZATION WITH ONE CENTERING STEP IN MAJOR ITERATION.

Author

DARVAY, ZSOLT, PAPP, INGRID-MAGDOLNA, and TAKÁCS, PETRA-RENÁTA

Subjects
INTERIOR-point methods, MATHEMATICAL optimization, POLYNOMIAL time algorithms, COMPUTATIONAL complexity, ALGORITHMS
Abstract

Recently, Roos proposed a full-Newton step infeasible interior- point method (IIPM) for solving linear optimization (LO) problems. Later on, more variants of this algorithm were published. However, each main step of these methods is composed of one feasibility step and several centering steps. The purpose of this paper is to prove that by using a new search direction it is enough to take only one centering step in order to ob- tain a polynomial-time method. This algorithm has the same complexity as the best known IIPMs. [ABSTRACT FROM AUTHOR]

Published
2014

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