Name
Title | ||
|---|---|---|
Complexity analysis of a full-Newton step interior-point method for linear optimization. |
Abstract | ||
|---|---|---|
This paper concerns a short-update primal-dual interior-point method for linear optimization based on a new search direction. We apply a vector-valued function generated by a univariate function on the nonlinear equation of the system which defines the central path. The common way to obtain the equivalent form of the central path is using the square root function. In this paper we consider a new function formed by the difference of the identity map and the square root function. We apply Newton’s method in order to get the new directions. In spite of the fact that the analysis is more difficult in this case, we prove that the complexity of the algorithm is identical with the one of the best known methods for linear optimization. |
Year | DOI | Venue |
|---|---|---|
2016 | https://doi.org/10.1007/s10998-016-0119-2 | Periodica Mathematica Hungarica |
Keywords | Field | DocType |
Linear optimization,Interior-point method,Full-Newton step,Search direction,Polynomial complexity,90C05,90C51 | Identity function,Linear-fractional programming,Nonlinear system,Mathematical analysis,Newton's method in optimization,Linear programming,Univariate,Square root,Interior point method,Mathematics | Journal |
Volume | Issue | ISSN |
73 | 1 | 0031-5303 |
Citations | PageRank | References |
3 | 0.41 | 23 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Zs. Darvay | 1 | 6 | 4.20 |
| Ingrid-Magdolna Papp | 2 | 3 | 0.41 |
| Petra-Renáta Takács | 3 | 5 | 1.13 |