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Title
A full-Newton step infeasible interior-point method based on a trigonometric kernel function without centering steps
Type of Research Article
Keywords
infeasible interior-point method, kernel function
Abstract
In this paper, a full-Newton step infeasible interior-point method for solving linear optimization problems is presented. In each iteration, the algorithm uses only one so-called feasibility step and computes the feasibility search directions by using a trigonometric kernel function with a double barrier term. Convergence of the algorithm is proved and it is shown that the complexity bound of the algorithm matches the currently best known iteration bound for infeasible interior-point methods. Finally, some numerical results are provided to illustrate the performance of the proposed algorithm. This is a preview of subscription content, log in to check access. Access options Buy single article Instant unlimited access to the full article PDF. 34,95 € Price includes VAT for Iran Subscribe to journal Immediate online access to all issues from 2019. Subscription will auto renew annually. 125,21 € This is the net price. Taxes to be calculated in checkout. References 1. Becker, M., Strak, E.L.: On a hierarchy of quolynomial inequalities for tan x. Univ. Beograd. Publ. Elektrotehn. Fak. Ser. Mat. Fiz. 602-633, 133–138 (1978) MathSciNet Google Scholar 2. Browne, S., Dongarra, J., Grosse, E., Rowan, T.: The netlib mathematical software repository, Corporation for National Reasrch Initiatives (1995) 3. El Ghami, M., Guennoun, Z.A., Bouali, S., Steihaug, T.: Interior-point methods for linear optimization based on a kernel function with trigonmetric barrier term. J. Comput. Appl. Math. 236(15), 3613–3623 (2012) MathSciNet Article Google Scholar 4. Kheirfam, B.: A generic interior-point algorithm for monotone symmetric cone linear complementarity problems based on a new kernel function. J. Math. Model. Algorithms Oper. Res. 13(4), 471–491 (2014) MathSciNet Article Google Scholar 5. Kheirfam, B.: A new complexity analysis for full-Newton step infeasible interior-point algorithm for p ∗(κ)-horizontal linear complementarity problems. J. Optim. Theory Appl. 161(3), 853–869 (2014) Mat
Researchers Behrouz Kheirfam (First Researcher)، (Second Researcher)