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Title
A full-Newton step infeasible interior-point method for linear optimization based on a trigonometric kernel function
Type of Research Article
Keywords
linear optimization; infeasible interior-point method; full-Newton step; trigonometric kernel function
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.
Researchers Behrouz Kheirfam (First Researcher)، (Second Researcher)