Improved Full-Newton Step O(nL) Infeasible Interior-Point Method for Linear Optimization |
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| Authors: | G. Gu H. Mansouri M. Zangiabadi Y. Q. Bai C. Roos |
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| Affiliation: | 1.Faculty of Electrical Engineering, Mathematics and Computer Science,Delft University of Technology,Delft,Netherlands;2.Department of Mathematical Science,Shahrekord University,Shahrekord,Iran;3.Department of Mathematics,Shanghai University,Shanghai,China |
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| Abstract: | We present several improvements of the full-Newton step infeasible interior-point method for linear optimization introduced by Roos (SIAM J. Optim. 16(4):1110–1136, 2006). Each main step of the method consists of a feasibility step and several centering steps. We use a more natural feasibility step, which targets the μ +-center of the next pair of perturbed problems. As for the centering steps, we apply a sharper quadratic convergence result, which leads to a slightly wider neighborhood for the feasibility steps. Moreover, the analysis is much simplified and the iteration bound is slightly better. |
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