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A new kernel function yielding the best known iteration bounds for primal-dual interior-point algorithms
Authors:Yan Qin Bai  Jin Li Guo  Cornelis Roos
Institution:[1]Department of Mathematics, Shanghai University, Shanghai 200436, P. R. China [2]Business School, University of Shanghai for Science and Technology, Shanghai 200093, P. R. China [3]Faculty of Electrical Engineering, Mathematics and Computer Science, Delft University of Technology, P.O. Box 5031, 2600 GA Delft, The Netherlands
Abstract:Kernel functions play an important role in defining new search directions for primal-dual interior-point algorithm for solving linear optimization problems. In this paper we present a new kernel function which yields an algorithm with the best known complexity bound for both large- and small-update methods.
Keywords:linear optimization  interior-point method  primal-dual method  large-update method polynomial complexity
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