Generic primal-dual interior point methods based on a new kernel function
Journal Article
(2008)
Copyright
© 2008
DOI related publication
https://doi.org/doi:10.1051/ro:2008009
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Publication Year
2008
Copyright
© 2008
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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