Print Email Facebook Twitter Improved Full-Newton Step O(nL) Infeasible Interior-Point Method for Linear Optimization Title Improved Full-Newton Step O(nL) Infeasible Interior-Point Method for Linear Optimization Author Gu, G. Mansouri, H. Zangiabadi, M. Bai, Y.Q. Roos, C. Faculty Electrical Engineering, Mathematics and Computer Science Department Software Technology Date 2009-11-04 Abstract We present several improvements of the full-Newton step infeasible interior-point method for linear optimization introduced by Roos (SIAM J. Optim. 16(4):1110–1136, 2006). Each main step of the method consists of a feasibility step and several centering steps. We use a more natural feasibility step, which targets the ?+-center of the next pair of perturbed problems. As for the centering steps, we apply a sharper quadratic convergence result, which leads to a slightly wider neighborhood for the feasibility steps. Moreover, the analysis is much simplified and the iteration bound is slightly better. Subject Linear optimizationInfeasible interior-point methodFull-Newton stepHomotopy method To reference this document use: http://resolver.tudelft.nl/uuid:1c123c8c-66a6-4019-b62a-1bb86803ec32 DOI https://doi.org/10.1007/s10957-009-9634-0 Publisher Springer ISSN 0022-3239 Source Journal of Optimization Theory and Applications, 145 (2), 2010 Part of collection Institutional Repository Document type journal article Rights (c) 2009 The Author(s). This article is published with open access at Springerlink.com Files PDF gu.pdf 414.33 KB Close viewer /islandora/object/uuid:1c123c8c-66a6-4019-b62a-1bb86803ec32/datastream/OBJ/view