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A PRIMAL-DUAL INTERIOR-POINT ALGORITHM BASED ON A NEW KERNEL FUNCTION
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- Journal:
- The ANZIAM Journal / Volume 51 / Issue 4 / April 2010
- Published online by Cambridge University Press:
- 03 February 2011, pp. 476-491
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- Article
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We propose a new primal-dual interior-point algorithm based on a new kernel function for linear optimization problems. New search directions and proximity functions are proposed based on the kernel function. We show that the new algorithm has
and 
iteration bounds for large-update and small-update methods, respectively, which are currently the best known bounds for such methods.
and 
iteration bounds for large-update and small-update methods, respectively, which are currently the best known bounds for such methods.