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An adaptive updating full-Newton step interior-point algorithm with modified Newton direction
Affiliation:1. Department of Mathematics, Zhejiang Sci–Tech University, Zhejiang 310018, China;2. Department of Mathematics, Zhejiang A&F University, Zhejiang 311300, China;1. College of Science, University of Shanghai for Science and Technology, Shanghai 200093, PR China;2. Department of Mathematics, The University of Texas-Pan American, Edinburg, TX 78541, United States;3. National Laboratory of High Power Laser and Physics, Shanghai Institute of Optics and Fine Mechanics, Chinese Academy of Sciences, Shanghai, 201800, PR China;1. LAMA, UMR 5127 CNRS, Université Savoie Mont Blanc, Campus Scientifique, F-73376 Le Bourget-du-Lac Cedex, France;2. Univ. Grenoble Alpes, Univ. Savoie Mont Blanc, CNRS, LAMA, 73000 Chambéry, France;3. Laboratoire de Mathématiques, INSA de Rouen, BP 8, Avenue de l''Université, Saint-Etienne du Rouvray, F-76801, France;1. Department of Mathematics, University of Oslo, P.O. Box 1053, Blindern, NO-0316 Oslo, Norway;2. Department of Mathematical Sciences, Norwegian University of Science and Technology, NO-7491 Trondheim, Norway;3. Tata Institute of Fundamental Research Centre, Centre for Applicable Mathematics, Post Bag No. 6503, GKVK Post Office, Sharada Nagar, Chikkabommasandra, Bangalore 560065, India
Abstract:We adopt the self-adaptive strategy to update the barrier parameter of a feasible primal-dual interior-point algorithm. We obtain two adaptive updating methods, namely, cheap updates and sharp updates. We compare the effectiveness of the short updates with the adaptive update methods on some benchmark problems. The numerical results show that the sharp updates method is superior to short updates and cheap updates methods.
Keywords:Modified Newton-direction  Interior-point algorithm  Adaptive update
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