Abstract
An improved version of an infeasible full Newton-step interior-point method for linear optimization is considered. In the earlier version, each iteration consisted of one infeasibility step and a few centering steps while in this version each iteration consists of only an infeasibility step. This improvement has been achieved by a much tighter estimate of the proximity measure after a feasibility step. However, the best iteration bounds known for these types methods are still achieved. Next, generalizations of the improved method to linear complementarity problems are considered.
| Original language | American English |
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| State | Published - Jul 13 2014 |
| Event | International Federation of Operational Research Societies Annual Conference (IFORS) - Barcelona, Spain Duration: Jul 13 2014 → … |
Conference
| Conference | International Federation of Operational Research Societies Annual Conference (IFORS) |
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| Period | 07/13/14 → … |
Keywords
- Full Newton-step
- Interior-point methods
- LCP
- LO
DC Disciplines
- Applied Mathematics
- Mathematics