A full-Newton step infeasible interior-point method for linear optimization based on a trigonometric kernel function. (2nd April 2016)

• Record Type: Journal Article
• Authors: Kheirfam, B.; Haghighi, M.
• Is Part Of: Optimization. Volume 65:Number 4(2016)
• Page Start: 841
• Page End: 857
• Publication Date: 2016-04-02
• Subjects: linear optimization -- infeasible interior-point method -- full-Newton step -- trigonometric kernel function; 90C51; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2015.1080255
• Languages: English
• ISSNs: 0233-1934

Abstract

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.