Primal-dual interior-point method for linear optimization based on a kernel function with trigonometric growth term

In this paper, we propose a large-update primal-dual interior-point algorithm for linear optimization problems based on a new kernel function with a trigonometric growth term. By simple analysis, we prove that in the large neighbourhood of the central path, the worst case iteration complexity of the...

Full description

Saved in:
Bibliographic Details
Published in:Optimization 2018-10, Vol.67 (10), p.1605-1630
Main Authors: Fathi-Hafshejani, S., Mansouri, H., Reza Peyghami, M., Chen, S.
Format: Article
Language:English
Subjects:
Algorithms
Iterative methods
Kernel function
Kernel functions
Large-update methods
linear optimization
Optimization
primal-dual interior-point methods
trigonometric growth term
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:In this paper, we propose a large-update primal-dual interior-point algorithm for linear optimization problems based on a new kernel function with a trigonometric growth term. By simple analysis, we prove that in the large neighbourhood of the central path, the worst case iteration complexity of the new algorithm is bounded above by , which matches the currently best known iteration bound for large-update methods. Moreover, we show that, most of the so far proposed kernel functions can be rewritten as a kernel function with trigonometric growth term. Finally, numerical experiments on some test problems confirm that the new kernel function is well promising in practice in comparison with some existing kernel functions in the literature.
ISSN:0233-1934
1029-4945
DOI:10.1080/02331934.2018.1482297