Generic primal-dual interior point methods based on a new kernel function

Journal article (2008)
Department
Software Technology (EEMCS) (TU Delft)
Copyright: Roos, C.
DOI: https://doi.org/doi:10.1051/ro:2008009
Linear optimization Primal-dual interior-point algorithm Large and small-update method
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Published Date

17-05-2008

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Source:

RAIRO-Operations Research, 42 (2) 2008

ISSN:

1290-3868

Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Software Technology

Abstract

In this paper we present a generic primal-dual interior point methods (IPMs) for linear optimization in which the search direction depends on a univariate kernel function which is also used as proximity measure in the analysis of the algorithm. The proposed kernel function does not satisfy all the conditions proposed in

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