A full-Newton step interior-point algorithm for linear optimization based on a finite barrier

作者：Wang, Weiwei^*; Bi, Hongmei; Liu, Hongwei

来源：Operations Research Letters, 2016, 44(6): 750-753.

DOI：10.1016/j.orl.2016.09.009

• Linear optimization
• Interior-point methods
• Kernel function
• Full-Newton step

In this paper, we propose a finite barrier kernel function for primal-dual interior-point algorithm in linear optimization with a full-Newton step. To our best knowledge, it is the first time that the property of exponential convexity is used for full-Newton step interior-point methods(IPMs). Moreover, the analysis is simplified and the complexity of the algorithm coincides with the currently best iteration bound for linear optimization problems.

• 出版日期2016-11
• 单位中国人民解放军空军工程大学; 西安电子科技大学; 西安工业大学