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An infeasible primal-dual interior point algorithm for linear programs based on logarithmic equivalent transformation
Authors:Shaohua Pan  Xingsi Li
Affiliation:a School of Mathematical Sciences, South China University of Technology, Guangzhou 510641, China
b State Key Lab. of Structural Analysis of Industrial Equipment, Dalian University of Technology, Dalian 116024, China
c Dalian University of Foreign Languages, Computer Center, Dalian, China
Abstract:In this paper, we analyze the effect of making algebraically equivalent transformations for the standard centering equation Xs=μe, and specifically consider two cases: power transformation and logarithmic transformation. Especially, for the last case, an infeasible long-step primal-dual path following interior point algorithm is developed, and its global convergence analysis and polynomial-time complexity bound are also given.
Keywords:Linear programming   Centering equation   Equivalent algebraic transformation   Logarithmic transformation   Entropy function
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