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A new kernel function yielding the best known iteration bounds for primal-dual interior-point algorithms |
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| Authors: | Yan Qin Bai Jin Li Guo Cornelis Roos |
| Affiliation: | [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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