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Abstract
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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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