A full-Newton step infeasible interior-point method for linear optimization based on a trigonometric kernel function |
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Authors: | B Kheirfam M Haghighi |
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Institution: | 1. Department of Applied Mathematics, Azarbaijan Shahid Madani University, Tabriz, Iran.b.kheirfam@azaruniv.edu;3. Department of Applied Mathematics, Azarbaijan Shahid Madani University, Tabriz, Iran. |
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Abstract: | An infeasible interior-point method (IIPM) for solving linear optimization problems based on a kernel function with trigonometric barrier term is analysed. In each iteration, the algorithm involves a feasibility step and several centring steps. The centring step is based on classical Newton’s direction, while we used a kernel function with trigonometric barrier term in the algorithm to induce the feasibility step. The complexity result coincides with the best-known iteration bound for IIPMs. To our knowledge, this is the first full-Newton step IIPM based on a kernel function with trigonometric barrier term. |
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Keywords: | linear optimization infeasible interior-point method full-Newton step trigonometric kernel function |
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