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Abstract
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We introduce a feasible corrector–predictor interior-point algorithm (CP IPA) for solving
linear optimization problems which is based on a new search direction. The search
directions are obtained by using the algebraic equivalent transformation (AET) of the
Newton system which defines the central path. TheAET of theNewton system is based
on the map that is a difference of the identity function and square root function. We
prove global convergence of the method and derive the iteration bound that matches
best iteration bounds known for these types of methods. Furthermore, we prove the
practical efficiency of the new algorithm by presenting numerical results. This is the
first CP IPA which is based on the above mentioned search direction.
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