A polynomial time infeasible interior-point arc-search algorithm for convex optimization

This paper proposes an infeasible interior-point algorithm for the convex optimization problem using arc-search techniques. The proposed algorithm simultaneously selects the centering parameter and the step size, aiming at optimizing the performance in every iteration. Analytic formulas for the arc-...

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Bibliographic Details
Published in:arXiv.org 2022-02
Main Author: Yang, Yaguang
Format: Article
Language:English
Subjects:
Algorithms
Computational geometry
Convex analysis
Convexity
Iterative methods
Optimization
Polynomials
Search algorithms
Search methods
Online Access:Get full text
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Summary:This paper proposes an infeasible interior-point algorithm for the convex optimization problem using arc-search techniques. The proposed algorithm simultaneously selects the centering parameter and the step size, aiming at optimizing the performance in every iteration. Analytic formulas for the arc-search are provided to make the arc-search method very efficient. The convergence of the algorithm is proved and a polynomial bound of the algorithm is established. The preliminary numerical test results indicate that the algorithm is efficient and effective.
ISSN:2331-8422
DOI:10.48550/arxiv.2201.01214