A new search direction for full-Newton step infeasible interior-point method in linear optimization
Optimization and Control
2021-02-16 v1 Numerical Analysis
Numerical Analysis
Abstract
In this paper, we study an infeasible interior-point method for linear optimization with full-Newton step. The introduced method uses an algebraic equivalent transformation on the centering equation of the system which defines the central path. We prove that the method finds an -optimal solution of the underlying problem in polynomial time.
Cite
@article{arxiv.2102.07223,
title = {A new search direction for full-Newton step infeasible interior-point method in linear optimization},
author = {B. Kheirfam},
journal= {arXiv preprint arXiv:2102.07223},
year = {2021}
}